HrDude's answer is far better, in my opinion.
Generally speaking, there are rules and regulations that are in force in any workplace. If the administration can cite any violated rules that will justify the confiscation of said phone, then they will have basis for their actions. Rules and regulations shall have no effect if such rules were new and all employees were not informed accordingly of the new rules in effect in the workplace. Employees are informed usually via a Memo sent to everyone so that they will have ample time to clarify the new rules in effect.
Check the rules or code of conducts that are enforced in the workplace, and see if the employer has any basis for the said confiscation. If not, HrDude's recommendation is apropos.