You can use the Catgegory and/or Venue filter to only show events in particular categories or venues on the calendar.

Use the CATEGORY ID or VENUE ID fields in the calendar parameters.

You can look up the Category and Venue ID's by going to Component / Eventlist
Clicking on Categories will show you all the Categories created and their ID's
Clicking on Venues will show you all the Venues created and their ID's

You can show events on the calendar from 1 or more categories.
To show multiple categories just separate the ID's with a comma

e.g. CATEGORY ID  1,3 will show Events and Courses only

CATEGORY ID 2 will show Birthdays only

Leaving CATEGORY ID blank (the default) will show ALL categories

Similarly for Venues.