I've created a pdf link that is a step-by-step guide on how to vectorize your calligraphy in Adobe Illustrator and then use this file in Photoshop to make adjustments like adding color to your calligraphy to make it beautiful. You will need to have some experience with Photoshop and Illustrator to understand how to do this, but I tried my best to keep it simple.
I hope you find this useful!
p.s. Let me know if the instructions are confusing or are incorrect.