A Calendar is a graphical representation of the data in a Report arranged according to a point-in-time (i.e. for records that have a single date/date-time field) or a time-span (i.e. for Records that have a start and end date/date-time).
A calendar displays Records from any single Report - with the caveat that a common field exists for comparing the date/date time fields (this can be achieved by adding a Calculated Report Column).
Please review the following articles for more information about Calendars:
Alternatively, you may like to review this getting started article about reports to find out how to create a Calendar from scratch using a new Report.