Hi there,
Agency Callouts should go inside of your Grand Theft Auto V\Plugins\LSPDFR folder, and only load when you go on duty. As far as I know (and I could be wrong), you never start already on duty - you always have to launch that yourself.
If you'd like to start with nothing running inside of your Plugins folder, open your RPH settings by holding down shift after you first launch it, head to Plugins and then choose to load no plugins on startup. When you get in game, you'll need to open the console command (F4 by default) and type ReloadAllPlugins and wait for it to load. You'll then need to go on duty like normal.
Thanks,
Zen