Ayumi finds the chalk inside the classroom 2-A. She finds a spirit that is writing on the board "She brought them here". Ayumi tries to talk with the spirit, but it screams and drops the chalk. It is then taken and used for drawing the runes in the exorcism.
While the chalk doesn't make an appearance as an item in the remake of Depths of Despair, it is a part of Ritual Materials item.