how do i know if i need a Restraining order or a protection order?

[Light Bright]

Long story short when my ex and I broke up last year he slept with this girl. We recently are trying to work things out and this girl will not go away. She calls me from blocked #s and leaves me vmails. She got into all my social networks and wrote messages, harassing me. She has some app where she's able to text me from different #s but basicaly she's threatened my life, health, and job. She even went so far as to say she's outside my house. We have both blocked her in every way possible. My ex even moved and changed jobs. Enough is enough. I want to go to the authorities but idk what I will need. Do I g2 the police station? Is there a charge? The crazy thing is I dnt have her address so idk where she lives, I barely remember what she looks like. I saved every message via facebook, vmailand instagram she has ever sent. I also have all the texts even thos she uses a different # every time. What do/can I do?