If you want to include your calendar as a sidebar widget, add it from your WordPress widgets page
If you want to embed your calendar on a page, click the localendar icon 
from the WordPress page editor. Use the pop-up configuration screen to customize how your calendar will be shown.
There are a variety of ways (see this gallery) you can publish your calendar on your WordPress site. You can learn more about customizing your calendar with out Theme Editor and Custom CSS elsewhere in this wiki.
Use the menu on the left to learn about other features such as importing iCal feeds, using custom images, and more.