First, create an article describing the event.
For example, you might create a page called Events/2008/07/04/Independence Day Wheaton. The format for dates is "year/month/day". Each event should have its own article.
Create and edit that page to contain appropriate information.
Before you save, be sure to tag it with [[Category:Events]] and [[Category:2008/07/04]], in the case of an event on July 4th 2008.
Save the page, and the event should become visible to the Calendar.