Both destinations are served by Dhaka (DAC). Since there's no flight route between them, the best way to travel is by road.
Kolkata Station
Fly to Dhaka (DAC), then travel by road to Kolkata Station. Taxis, buses, and private cabs are available from the airport.
Dhaka
Fly to Zia Int'l (DAC), then travel by road to Dhaka. Local transport options include taxis, auto-rickshaws, and state buses.