Howdy Wolfgang, thanks for reaching out and checking out the calendar. 🙂
My suggestion would be to register a new custom taxonomy (category) and make it applicable to both Posts and Events.
There’s more info on how to register a custom taxonomy and assign it to post types in the WordPress Codex. You might also do a search for a custom taxonomy plugin–there’s bound to be some of those available and might be easier than having to code the taxonomy yourself. 🙂
Does this make sense and will it work for you? Please let me know.
Cheers!
Geoff