Calendar Permissions Settings is located under My Calendar > Settings > Permissions.

My Calendar Permissions
Permissions in My Calendar are granular, so you can provide user roles with access only to specific portions of My Calendar. It supports custom roles, as well, so you can grant permissions to any role you create or that is created by a membership plugin.
The administrator role has all capabilities, and you can not remove these in My Calendar.
Event Editing Permissions
- Add Events: Grants users access to enter new events as drafts
- Approve Events: Grants users the ability to publish events added by other users.
- Edit Locations: Grants users access to add and update locations.
- Edit Styles: Grants users access to change the stylesheet or modify style variables.
- Edit Templates: Grants users access to create custom legacy templates. PHP Templates are not edited within My Calendar.
- View Help: Gives access to the Help screens in My Calendar’s admin.
- Publish Events: Grants the ability to publish your own events.
- Manage Events: Grants full access to editing and publishing events.
- Edit Categories: Gives access to create and edit categories and manage category settings.
- Manage Scripts: Select and enable or disable My Calendar JS.
- Edit Settings: Access to edit everything at My Calendar > Settings.
User Profile Permissions Settings
There are additional permissions configurable in user profiles. Users who are allowed to create events can be restricted to only creating events in specific categories:

You can check off categories to assign access to that user. This can be useful if a user is responsible for a particular type of activity, but shouldn’t be adding other events.
Next: My Calendar > Settings > Notifications.