I'm writing this post because, although I set this up earlier this year, I tried to do it again today and couldn't remember how it was done. ALL of the information I searched for was wrong.
So, to my future self who will set this up on a computer some day, this is how you can use your iCloud calendar in the Windows 10 Calendar App.
- Go to www.icloud.com and log in.
- Click on Settings
- Under Apple ID, click Manage
- Log in again for some reason
- Under Security, App-Specific Passwords, click Generate Password
- Load Windows 10 Calendar
- Add Account
- Choose iCloud
- Use your Apple ID and the app-specific password generated in Step 5.
And that's it. No privacy settings. No rebooting your computer. It's so easy and so IMPOSSIBLE to find on the Internet.