Go to Setup, and then to the Lightning App Builder. Click New.
Select 'App Page', give the page a label, and select a layout. We recommend selecting a layout with at least one large region for displaying the calendar.
From the ‘Custom - Managed’ section in the left panel, drag and drop a calendar component onto the page. At the time of writing, the only calendar component supported is the Multi Calendar, but a Single Calendar will be added in the near future.
Feel free to add more components to the page, possibly in other regions (depending on the layout you selected in step 2). You can even add multiple calendar components to one page! When you’re done composing, save and activate the page.