To install CAL(TM):

If you have INSTALL.BAT, it will copy CAL.EXE into C:\CAL. If TODAY.PIF is
also present, INSTALL.BAT can make you a complete installation for WINDOWS 95.

Otherwise:

(1) Create a subdirectory (or "folder") called C:\CAL and copy CAL.EXE there.

(2) For Windows 95, click the right mouse button on the desktop and select
NEW SHORTCUT. Windows 95 access is most convenient with FULL SCREEN usage and
CLOSE ON EXIT enabled. Browse MORICONS.DLL for an appropriate icon selection.

(3) For earlier versions of WINDOWS, use PROGRAM MANAGER to create a new
program item, which should refer to C:\CAL\CAL.EXE. Browse CALENDAR.EXE for
a suitable icon. 

(4) For DOS, you can make a batch file like this:

EDIT CAL.BAT

@ECHO OFF
C:
CD \CAL
CAL

[ALT]-[ENTER]-[X]-[ENTER]

As long as this batchfile is accessible to DOS, it will correctly start CAL.