Hi Cindy,
It looks like you are using Filter Bar which does add a bit of a twist on things. The basic idea behind the advice you noted is that you can craft links to specific categories, such as:
example.com/events/category/some-category
Users following that link, which you might position in the main navigation menu, will then only see events in that category.
However, though this is generally a great and easy way to do things, nothing stops visitors from navigating to a different category or from seeing all categories – some more extensive customizations would be needed to impose real “locks”.
If as you seem to be doing you are using Filter Bar then, again – without any customizations to stop them from doing so, it is certainly easy for visitors to de-select that category.
All in all, the advice provided is a straightforward and practical way to split what is truly a single calendar into what appear to be separate calendars, however if a greater degree of separation is needed this approach may not be ideal.
I hope that clarifies things 🙂