well, on ios and android, I just use the default email client to add my email and calendar. When adding the account, it shows an option to sync my company's calendar (caldav option). However, on WP8, when I add my email for my company's account, it doesn't have an option for caldav calendar and doesn't sync the calendar (email account was synced just fine). I am not familiar with the caldav as well. It seems to be some calendar protocol that allows client to access the calendar information on the server.
So on Windows Phone, there must be some way to sync the calendar...