Stefano asked about the meaning of two phrasal verbs from song lyrics:
"Walk on by" means to walk past someone, without stopping or saying hello. In a figurative sense, it means to ignore someone.
"Calling me on" is an expression I am not familiar with. It may be British, or it may be an expression that occurs in this particular song but is not in common usage.
There is a phrasal verb in American English "call on," with a number of different meanings, but none of these meanings make sense in the context of this song. And the personal pronoun (me, you, him, etc.) is not placed in the middle of the phrase, between call and on. Here are some examples of the use of "call on" in American English:
For additional meanings of "call on," see the entry for the verb call in the Learner's Dictionary on this website.
I hope this helps.