Good evening François,
Thank you for writing back.
Sorry about the confusion here. Let me try to clarify.
Our calendar is not an actual page. But it does live in a specific URL of your site.
That URL is set by the slugs you choose under Events -> Settings -> General.
It is very important that you do not create an actual page because the calendar needs complete exclusivity of that URL.
So in short, you will need to add a “custom link” to your menu and use the URL found under Events -> Settings -> General. You can use a specific view if you wish to: https://theeventscalendar.com/knowledgebase/linking-to-specific-event-views/
If you absolutely need to use a “real page”, you will need to grab a copy of our the Events Calendar Pro premium add-on which features full view shortcodes: https://theeventscalendar.com/knowledgebase/embedding-calendar-views-tribe_events-shortcode/
Let me know if that helps.
Have a great day!
Geoff B.