Called my number saying they were from the federal grants department. Sounded like she was from India honestly,

Most likely she was.  There is no "Federal Grants Department".  They scam people out of money by promising them a big grant.

Grant scams:

The government does not call people up and offer them free money because you paid your taxes on time, have never been arrested, have paid all your bills, or whatever excuse they can make up.  In order to get a grant you need a valid reason (not one of the above and not just because you need money), you have to fill out tons and tons of paperwork, wait a long time, and might not even get the grant in the end.

http://www.grants.gov/web/grants/learn-grants/grant-fraud.html
http://www.consumer.ftc.gov/articles/0113-government-grant-scams

I have been receiving calls from this number 3-4 times daily. It does not say what company they are from nor do they leave a message. Tried calling back but call will not go through. How can I stop them from calling me?

I have received several calls from this number and no one was on the line.  I called it back and was almost immediately disconnected.  Please block this number.

Look into getting a call blocker-WE can't block it for you