You are wise to question this. No legitimate US lender would ask you to wire an up front fee to Canada in order for you to qualify for a $3K loan. In fact, an up front fee is unlawful and the #1 sign of a loan scam.
Any actual lender would take any processing fees from the money set aside to lend you and then give you the balance, with no strings attached. They would NEVER ask you to go to Walmart and send money to Canada.
The Connecticut Secretary of State has no such company listed on their corporate register as Erhenbaum Lending Group.
You need to report this fraud to the FBI online at IC3.gov and to the Federal Trade Commission at FTC.gov. If you provided this so-called company with any sensitive personal details about yourself, particularly banking, credit card and social security numbers, take all possible precautions against identity theft.
Just checking in to see if you need more help or any clarification of my answer. If so, please reply here on this question thread.