These simple steps show how to add an iCloud calendar on Windows.
Install OneCalendar
Download OneCalendar from the store and install it on your device.
Goto OneCalendar Menu
Select the "settings" menu icon on the bottom right.
Select Accounts overview
Select the option "Accounts" in the menu.
Select Add account
Click on the "+" sign to add a new account.
Select Account type
Click on the "iCloud" account type.
Enter credentials
Setup 2 factor authentication
All third-pary applications (like OneCalendar) require an app-specific password for connection to iCloud due to Apple security measures. In order to do this it's first required to setup 2 factor authentication. You only need to set this up once if you haven't done so already. This can be done on you iPhone/iPad or on your Mac.
For detailed instructions see Apple Support.
Create app specific password
For detailed instructions see Apple Support.