That's actually a good question. Is this a brand new Outlook.com account, or did you upgrade an old Hotmail/Live account? I don't think you have to do anything different.
In my case I upgraded from Hotmail to Outlook but kept my old Hotmail email address (for now) and I'm still getting my emails. As far as I know my Calendar still works too. When I log into Outlook.com on my computer I see that the web address is actually mail.live.com and when I go to my Calendar, the web address changes to calendar.live.com and the web page says Hotmail Calendar on Windows Live, even though I was in Outlook.com.
Good ol' Microsoft, leave it to them to make something simple seem so complicated.