when you exercise any option contract (call option), do we get shares from the secondary market?

Answer 1

When you exercise a call option, assuming an exchange listed options, not a company stock option, someone who holds a short position in that option will be assigned and will have to deliver the shares. He/she may already have them (i.e. bought in the market at an earlier time) or may have to buy them in order to deliver them.

So, yes, the shares come from the secondary market.

Answer 2

When you exercise a call option you can either opt for physical delivery of the shares in which case you will have to pay the strike price per share which will be a big sum. If you could do that then probably you wouldn't have invested through the option route where the premium is only a fraction of the actual stock.
So to avoid such large sum payment even after taking the right side of the market, the brokers square of the sellers loss with the buyers gain which makes it a zero sum game again through the options clearing house, less of course the brokerages deducted from both sides.
The second course is more in vouge for the reasons stated in the first. Optoin buyers has the right and not the obligation to pick up physical shares on expiration if their option expires in the money, whereas the option seller or writer has the obligation but not the right. This makes physical delivery mandatory to the seller if the buyer insists on it. Usually physical deliveries happen in the Futures market not in options.