Creating a collection asset of calendar events is just like creating any other collection, with one additional step. 

1. From the New asset dropdown, choose Collection
2. Give your Collection a title. Then fill out the Byline or Author fields
3. Click the Add button
4. Navigate to the Other Apps folder
5. Slide over to the Calendar folder, then choose find assets
6. Choose the calendar events you want to add
7. Click add selected assets
8. Add Section Tags, Keywords, and Flags as needed.
9. Save and close