How to create a Calendar for my site

[mjbl]

It's my first time in this forum and I am not sure if my subject is on the right topic.

My question is how can I create a Calendar for my site? I am currently doing a site for http://www.cadillaclounge.net and I am doing it's renewal but I need to know how to make a calendar similar to this one: http://cadillaclounge.net/calendar/shows_events.php

I will really appreciate any advice

Thanks