Air has a bit over 400 parts per million CO2. Extracting CO2 from air in meaningful amounts involves pumping a lot of air.

The preferred source of CO2 for most carbon capture schemes is the exhaust fumes of those burning fossil fuels. Basically how this works is that you burn some dead dinosaur juice/lumps/gas, you capture (a fraction of) the CO2, use lots of energy to turn that into synthetic dinosaur juice/gas, and when you burn that, 100% of the CO2 ends up in the atmosphere. That's right, 100% CO2 comes from fossil deposits and at the end of the process 100% of it ends up in the air.