Hi Michelle–thanks for getting in touch!
The calendar includes a unique URL for each category. So, for example, if we have a category called concert, then that would get it’s URL in addition to the URL of the main calendar, kind of like this: [your-site]/events/category[category-slug].
If you’re looking for something that allows you to filter the events directly on the page, I’d recommend checking out the Filter Bar add-on. It adds options for visitors to filter the calendar by a number of variables (e.g. categories, tags, distance, etc.) directly from the main calendar.
Does this help answer your question? Please let me know. 🙂
Cheers!
Geoff