Previous employer sent a letter asking for my action

I have been working in a company since last 2 years. Recently I have left the company. I have all the proper documents from the company like offer/appointment letter, release letter etc. The company works on the web development field on the freelancing websites. After leaving from the company, I have created my own freelancing profile to work for myself in the web development domain. I have contacted with one of the previous client with whom I have worked while I was working in the company. The client also decided to work with me and assigned me a project. My previous employer got to know about this thing that I have stolen their client that's why they are angry with me and does not want to pay my last 20 days payment which I served as a notice period. They have also sent a written letter to my postal address mentioning that they need clarification why I have stolen their client and if I do not respond they will take legal action. Can they take any kind of legal action against me? This is my question. Please respond to me so that I can proceed accordingly.