Do you think you are being a victim of a scam? Ask! Find the real site they claim to be from, find a link to HR, or check the job listing pages. If you can find a link or a Contact Us form, use it. Ask them if that is a real person who works there or are they a scam.
I have used this step many times, and every single time, they write back to me confirming I don't have a job with them and that the contacts I listed do NOT work for them.
You, too, will feel empowered with information. It's your choice whether to let the scammer know or not. I personally love to let them know they are caught. Usually, they leave you alone, as there are plenty of other victims out there.