Below are the steps you will want to follow to create a new calendar page. 

Go to onMessage:
  1. Select Website
  2. Then select Main Site
  3. Under the Pages & Menus tab, click + Create Page on the right hand side
  4. Name the Page (ex: Arts Calendar)
  5. Make the Page Type equal to Calendar
  6. Set the location as Landing Page
  7. Mark which categories you want to display on the calendar page.
  8. Click Save & Close
Note: Step #7 is how the calendar page becomes tied only to certain event categories.

Then, to make the View Events button link to the new calendar page:
  1. Click the wrench icon to the right of the selected page and choose edit page content
  2. Find the Events block, and click the settings wheel that is below the red X
  3. For Calendar Page, click the drop-down and choose the new calendar page you just created