1. Open Configuration, and click Academic Years
  2. Open the appropriate academic year for the school
  3. Open the appropriate session at the bottom of the General tab
  4. Make sure 'In Session' is not marked (skipping the cycle is optional)
  5. Note the name of the holiday in the Notes area
  6. Click OK, then Save and Close the academic year

Attendance cannot be entered for a scheduling calendar entry that does not have In Session marked.