There are several ways chickens can get calcium. Chicken feed has some. If they forage or you provide as treats certain plants contain calcium. Many creepy crawlies give them calcium. If you live in limestone country the rocks they eat a grit can provide a lot of calcium. And of course you can provide a calcium supplement like egg shells or oyster shells.
Whatever you are doing your egg shells will tell you if you are OK or not. If the egg shells are firm, they are getting sufficient calcium from somewhere. If they are thin then they need more.
One issue with relying on egg shells only is that chickens need calcium for things other than egg shells. It is a required nutrient for proper body function, just like it is for you. Their digestive track does not absorb all the calcium they eat, a fair amount of calcium passes straight through their digestive system and out the back end. If all the calcium they were getting is from feeding their egg shells back to them it is a losing proposition.
But they are certainly getting calcium from other sources. Feeding back their egg shells may be all that is needed to get the calcium absorbed up where it needs to be. It's not what is in one bite, it is how much total calcium they absorb in a day, and even then it is an average over several days.