It depends on the intention. "Call the police" means to call emergency services. "Call to the police" would mean to call specifically one policeman.
For example:
1. "I have an emergency, call the police!" That means you want emergency services assistance.
2. "I think I know that policeman across the street, call to the police." You're targeting a specific individual.
With that said, it's not natural to say that because the noun for police is "policeman" or "policewoman."