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No. This sounds like a scam. You should not have to pay anything to receive an inheritance. If you do not know this relative, you will want to do some more searching before you pay anything to anyone!
Let me know if you still have questions.
Not that I am aware of, no. No matter where you live or where the money is coming from, you should not have to pay to claim your inheritance. If the money is from a pre-tax savings plan (401, IRA, etc) you will have to pay taxes on that money but it is handled through the estate before the funds are distributed to you.