I don't think Odoo integrates multiple calendars at this time but a workaround that I found helpful was creating a Zap (zapier.com) that would automatically add any event that I made in my other calendars to my calendar that was synced with Odoo. Hope this can be helpful for you too!

From your Calendar folder, on the Home menu, select Share Calendar. Choose the calendar you want to share from the drop-down menu. In the Calendar Properties dialog box, click Add. You can search for people from your address book or type in their email addresses in the Add box.

Regards,
Peter