I would like to inform you that the capital of West Bengal is unchanged. However the name of the capital city has been changed from Calcutta to Kolkata due to public demands and for the matter of relevance.
I hope you know that the partitions of states and other areas in our country is carried out depending on quite a few factors and language is one of those key factors. The language people speak has played part in defining the territory they share. Keeping that in mind some alterations have been made to names of cities and other places from time to time. Bombay has become Mumbai in the same manner as local people referred to it as so. The case is similar with Kolkata. Bengali speaking people have always referred to the city as Kolkata since before it was named , however the British pronunciation had turned it in Calcutta and that has been carried even after independence.
Until recently the demand to change the name to it's original form was up and then necessary steps were taken as the demand was not without a reason and people of Bengal get their own Kolkata.
Hope you understand now.