Calcium oxide can be made, by heating Limestone to 1850+F, until glowing white. The simplest technique is to take 2" gravel size Limestone, equal parts charcoal or coal, put in a cylindrical refractory chimney looking device, then ignite from the bottom. There are many Youtube videos on how to do this.
Using Calcium Hydroxide ( slaked lime, or has water added to it ), will create a lot of boiling action in the smelt, due to evolution of CO2, the gas you eliminate when making CaO (quicklime or Calcium Oxide ).
Calcium Oxide will readily absorb CO2 back from the atmosphere, much like Sodium Carbonate, so it is best to make either a fresh supply for immediate use, or store in an air tight container.
If there is a Marble quarry close by, it is an excellent source of 99.9% Calcium Carbonate. I am lucky enough to have a quarry facility nearby, so I just acquired a 5 gallon bucket full, just for this purpose. Also a stone and tile fabricator, which deals in Marble, may have some waste available very cheaply, if not free.