There is a question with similar subject answered somewhere in the past... BUT THERE IS A BETTER WAY TO DO THAT!
Follow the steps
1. Go to google chrome and open your google calendar in the browser.
2. Click the verticle 3 dots on the browser while still being on the google calendar page.
3. Go to the More Tools option and therein to the Create Shortcut option
4. A popup shows up with the suggested name for the page and the option OPEN AS WINDOW.
5. Choose the name with which you want the shortcut to be and check the box for OPEN AS WINDOW.
6. Click the button CREATE to make the shortcut appear on the desktop home screen. That must be with an appropriate icon of the Google Calendar too.
7. Right-click the icon and choose PIN TO START or PIN TO TASKBAR option and tadaaaa... there you get the nice shortcut for the google calendar. But wait the magic starts after that...
8. When you click the icon (whether from the desktop or the one pinned to start or taskbar), the calendar opens as an app in a separate window with a beautiful UI waiting for you. The look of the calendar here is way better than the local windows calendar app.
9. The opened up app is FULLY FUNCTIONAL with all the side widgets like GOOGLE KEEP, GOOGLE TASKS, GOOGLE CONTACTS, GOOGLE MAPS etc. (which you have already opted for in your google account--- it also comes with the third-party integrations like Evernote and so on...) fast, slik and can be searched in the start app list like a regular local windows app. It works OFFLINE too and gets synced when you are back online.
Don't want to sound arrogant, but I FOUND the above way given by me AMAZINGLY BETTER THAN THE SOLUTION GIVEN HERE.
BONUS: You can follow the same steps to add any page as a web app on Windows. ALL THE GOOGLE SERVICES LIKE GOOGLE KEEP, GOOGLE DOCS ETC are a good point to start doing it.