Often there's no need to send indicators, micrometers, calipers,
etc. to gage labs in order to have them calibrated. Gage blocks
and standards, on the other hand, must be sent to a lab which
specializes in this procedure.
Your gages, instead, can be calibrated in your own shop, and in
fact, should be calibrated in your own shop. Ideally, every gage
should be calibrated before every use. Only in this way can you be
sure that your readings are accurate. Even to comply with various
ISO requirements all you need is to label each tool with a serial
number and then keep written records of when, where and how often
you calibrate them.
In most cases, all you'll need is a set of gage blocks which have
been certified. Even inexpensive gage blocks can be used for
routine calibration.
If you're not inclined to calibrate before every use (no one
really is) then standard procedure is to calibrate every few
months depending on use and wear. If your gage is in constant use
then you must choose a more frequent interval.
Herewith some general instructions and guidelines.