Yes, it is a scam and you should not have phoned them in the first place. However, since all authorities are already aware of the scam, there is nothing you need to worry about if you haven't given them any financial information.
Yes, they can't do anything because they are scammers. They can only trick and impersonate and that's it. As far as i know, they normally do one off access, if you did give them access (once) and then they logged off without the program (they used) to remotely connect installed, then you're fine. They usually use Teamviewer, which is a one off.