Hey there Tico! Thanks for the note, and for reaching out. That site is looking nice; sadly, our calendar as it stands does not have that dropdown built into the calendar. There is a widget that allows you to target events FROM a given category (as the admin), but frontend users don’t have an ability to filter down by categories themselves that way.
All this said: we’ve got both these options (category filtering and the ability to do so from the sidebar) coming with the 3.0 release. That’s on the docket and should be released over the coming weeks…so relief is in sight on this end.
Hope that helps. Let me know if it didn’t, or if you have other questions.