I think that is where a lot of people are getting confused or hung up. They think the First Amendment means the government is not allowed to speak at all. That is incorrect. It prohibits "abridging the freedom of speech," in other words, forcibly restraining other people from speaking.
So: it is legal for the FBI to call up a company and say what they think. And the company is free to act on that, or not, as they wish.
If the FBI wishes to apply the force of law, that is when they would need to show evidence, get a warrant, etc. But just speaking to companies is normal, and often welcomed by the company if the FBI is sharing information that is useful.