Based on this site
You should normally apply at the VFS Global visa application centre in
or closest to, the state in which you are documented as being
resident. Please contact VFS Global if you have any doubts as to where
to make your application.
So if you are a resident in Calcutta (Kolkata) then you should definitely try to get an appointment there. It's details are:
UK Visa application center, Fifth floor, RENE tower,Plot No. AA-I,
1842, Rajdanga Main Road,Kasba, Kolkata 700107
Monday to Friday, 08:00 - 14:00
Passport Collection: Monday to Friday, 15:00 - 17:00
This site describes what you need to bring with you:
Please print the email confirming the details of your appointment, and
bring this with you to the visa application centre you have chosen to
attend.
You should reach the visa application centre 5 minutes before your
appointment time.
The appointment must be made in your name. Another person cannot
attend your scheduled appointment.
When you attend the visa application centre, you will need to provide
your biometric information, which includes a photograph and a digital
scan of your fingerprints. If you have temporary injuries on your
fingers, please wait until the injuries heal before your appointment
date. You should also remove any henna on your fingertips, or allow it
to fade, as this may prevent us from getting a clear scan.