You have been scammed.
Indeed. There are tons of scam artists calling themselves "consultants", "agents" and "recruiters" out there who prey on poor, desperate and gullible people who want to emigrate to the EU and other richer countries. You can report it to the authorities, but that won't change the fact that your money is gone, never to return, and there is nothing you can do about it except not be as gullible and foolish next time. A hard lesson from the school of hard knocks.