Calcium supplements have been linked to increased heart attack risk and to calcification of heart valves.
Most calcium supplements are calcium carbonate (chalk) or calcium citrate. Neither are anything like the calcium which occurs in food. I have osteoporosis - I have never been advised to take calcium supplements by my rhumatologist or GP. I get calcium from food as it's so easy to obtain that way. It's not just dairy foods such as milk, cheese and yogurt which are rich in calcium, but it's also in fish, such as sardines and canned salmon which contain calcium rich bones which can be eaten. It's in leafy green vegetables, particulary kale, brocolli, cabbage, spinach. It's in seeds, eg sesame from which tahini is made. And it's in nuts, almonds are a good source. Avoid foods fortified with calcium as they just have calcium of the sort in calcium supplements added.
It's important for calcium absorption to also make sure you have enough vitamin D, either from the sun or from vitamin D3 supplements. Vitamin K2 is also important as it helps put calcium in the bones rather than in the arteries.