You can test this widget without compiling it.
In a GitHub folder CalendarWidget/dist/v2.3 you see the file Calendar.mpk.
Copy this file to your local project to a “widgets” folder.
– From Studio Pro, from the menu: App/Show App Directory in Explorer,
– change the folder to "widgets" and copy this file there.
– Restart Studio Pro.
If you want to compile this widget from a source then the below tutorial will be helpful.
https://docs.mendix.com/howto/extensibility/create-a-pluggable-widget-one/