You need a unique_id
to be able to change the icon and name etc of any entity but with calendar entities using custom_calendars you can’t change any settings.
homeassistant:
customize:
calendar.garbage:
icon: mdi:trash-can
calendar.recycle:
icon: mdi:recycle
calendar.yardwaste:
icon: mdi:pine-tree
calendar.work_holiday:
icon: mdi:calendar-heart
Custom as in a custom integration? If yes, you have to take this up with them. Otherwise you can customize anything via yaml with customize.yaml.