I just added the following to the documentation page:
Managing Calendars
Calendars are an extra (and entirely optional) layer of organization for your events which are particularly useful when creating menu items to display only a sub-set of your events (see below). During event creation, you must specify which calendar your event belongs to. If categories are sufficient for your organizational needs, then simply use the default calendar 'Main' for all your events. No other action is required.
If you choose to create events in multiple calendars, create them with the Calendar Manager in the administrative Joomla! back-end. During event creation (or editing), select the Calendar appropriate for the event. To display just one calendar of events (and not events from other calendars) , create a new component menu item pointing to the JCal Client/JCal Pro component. After it is created and saved, use the following procedure based on your CMS version:
Joomla! 1.0.x/Mambo:
Edit the nw menu item and you will be able to enter parameters. Insert the following into the parameters field:
calendar=calendar_name
Be sure to replace the 'calendar_name' with the actual name of your calendar (not the calendar id, the actual name as listed in the Calandar Manager). This menu item will now display the events which have been assigned to that calendar.
Joomla 1.5.x:
Edit the nw menu item and select the calendar from the drop-down menu.
Note that event display is still dependent on the category permissions as described above. In addition, if no calendar is specified in the parameters, then events from all calendars will be displayed.