To do plain plug and ring gages you need measuring equipment that exceeds the accuracy of the working gages.This usually means you need a Universal Measuring Machine. I strongly recommend against calibrating them with calipers or micrometers no matter what accuracy these may claim. For calibrating plain plug gages look at ANSI/ASME B89.1.5. For plain internal diameters check out ANSI/ASME B89.1.6M.
Measuring thread gages is a whole other field unto itself. Take a look at ANSI/ASME B1.2, especially Appendix A to see what you have to do.
Given the right equipment you should have a written procedure for each type calibration, and then keep appropriate calibration records. While you don't need to meet the requirements that accredited labs must meet a good reference for what you should do to calibrate gages in-house is ISO/IEC 17025.
Having a gage control database is the easiest part of controlling gages. Having a procedure for moving gages throughout your shop is a next step, but the hardest part is establishing the reporting discipline.
I hope this helps, all the best.