Calcium is one of the 24 vitamins and minerals required for good health in the human body. It is a macromineral due to the relatively large amounts required in the diet (at times exceeding a gram a day) and is predominately found in dairy products and vegetables. Similar to many other nutrients, calcium does follow the general advice of "if the diet is sufficient in calcium then supplementation is unnecessary" and excessive intakes of calcium do not promote greater benefits to health and may simply promote constipation.
The major benefit of calcium is preventative, mitigating the risk of developing osteoporosis during the aging process. Osteoporosis can be at least partially seen as a condition resulting from long-term calcium insufficiency and, while not fully preventative, maintaining adequate calcium intake throughout life is associated with significantly reduced risk.
Calcium can come from any source be it supplementation, food, or even food-derivatives such as whey protein. Each form does have their benefits and drawbacks, such as coral calcium technically being better absorbed than calcium carbonate, but due to calcium's ability to be absorbed at all points in the intestine the issue of calcium absorption is one that is greatly influenced by the diet. Diets high in fermentable fibers (usually found in vegetables) and high enough in bulk and fiber to slow the rate at which food passes through the intestines increase calcium absorption; simply taking a calcium supplement on top of a low fiber/low bulk diet will not be as effective as consuming the calcium through dairy or even vegetables.