College will not send your fees back unless u request them to do so for any of the below reasons.
1) You visa rejected
2) you want to cancel your admission.
In both the cases you will have to send them reason...i.e.visa rejection-hand return application/form for refund with rejection letter.
Still if you think it is necessary to inform college then why don't you send an email to college that u got visa and will be joining college on particular date?Nothing will go from your pocket or hand in doing so.
one of the reason your consultant called/scared you might be because he wants to let the college know, that my student got visa and please send my(your consultant) part to his (your consultant) account as soon as possible.