How to add a new calendar:
1) In the Dashboard go to the Media Section, then click on Add New. Then upload new calendar.
2) Once it is done uploading, click the Edit button to the right of it.
3) Once in the edit window, select and copy the url to the right.
4) In the Dashbboard, go to Appearance > Menus
5) Locate the Menu item towards the bottom titled Calendar. Paste the the file url you copied before to replace what is currently there. Now hit the Save Menu button on the top right of the page. Test new calendar.