As an addendum to the above, if the Other section is not visible in the sidebar, go to Preferences and select the General icon.
Now select the Show Birthdays Calendar or Show Holidays Calendar (or both) and close the Preferences pane. The Other section is now added below the iCloud section.
You can now right-click in the Other section, select New Calendar and an untitled calendar is created in the On My Mac section above the iCloud section.
I find this very useful if I need an application to run at a specific time each day on one specific Mac and not on any others. This also prevents alerts from appearing on other devices such as iPhone or iPad where they would have no significance.