It's probably a scam. It would be weird for Apple to use a shady link like that.
The golden rules really for any incoming unsolicited phone calls and services is
- Don't ever give out personal information for an incoming call or direct message.
- Just find out what the service is, and contact them via their PUBLICLY available details. (That is, go to their public well-known website and get the phone number and call that, and if necessary ask for the person who called you.)
So, adapting this idea. If you're unsure, go on Google, search for iCloud (I'll save you the hassle, it's icloud.com), login there, then go to find-my and see if your phone is showing up anywhere then lock it.
Make sure your phone is registered with 1) Apple* and 2) the police as stolen. The truth is "fences" (folks who launder stolen stuff for thieves) really don't like Apple gear because it phones home if it's registered as stolen, and if it's locked at the OS level it's next to impossible to unlock. That phoning home makes it a borderline radioactive risk for getting sprung by the cops. As a result, really the only way to move iPhones and Macs is to strip them down for parts, and that's a big reason why Apple gets a pass for shanking independent repairers. So there's a decent chance your phone might actually turn up somewhere, although the fact you've gotten this shady link suggests it might already be in the stage of laundering where the fence is working out if it can be unlocked or has to be recycled.
*Oh and by "Register with apple" I mean get on a telephone, call apple and tell them your phone is stolen. If you have some sort of police report number, give that to them too. They will mark it down as stolen. And the phone will be unlockable until you have it again.