Can I get my money back from a trading option company?

I have invested in an option trading business. It was a scam, I guess. They’re not going to pay me the money I won on the investment. They’ve suspended my account now. It’s called skyetradeoptions.com They say I owe taxes on the money I’ve received and I have to pay them in cash. I was advised by another lawyer that this is illegal. They are not permitted to raise taxes. Do I have any treatments for this?