Index of /tex-archive/graphics/pstricks/contrib/pst-calendar
Save the files pst-calendar.sty in a directory, which is part of your
local TeX tree.
Then do not forget to run texhash to update this tree.
For more information see the documentation of your LATEX distribution
on installing packages into your LATEX distribution or the
TeX Frequently Asked Questions:
pst-calendar needs pstricks, fp, pst-3d, multido and pst-xkey
which should be all part of your
local TeX installation, otherwise get it from a CTAN server, f.ex.