The Calendar Widget is a simple, easy-to-use widget that displays links to your posts by date.
It does not let you create a calendar of events or anything similar. Check the WordPress plugin repository if you’re looking for that type of functionality.
Here’s what the Calendar Widget looks like when activated on a blog sidebar:
Settings
Once you add the widget to your sidebar from Appearance -> Widgets, you’ll see that the widget settings look like this:
Title: Set the title to be displayed above the calendar in your sidebar. (i.e. Calendar, Posts This Month)