Yes, let the police know you wish to speak to your consulate.
After you have asked to speak to your consulate, REMAIN silent until you speak to your consulate.
Yes. Foreign nationals arrested in the U.S. have the right to call their consulate or have the police tell the consulate of their arrest. The police must let your consulate visit or speak with you. Your consulate might help you find a lawyer or other help. You also have the right to refuse help from your consulate.