The Calendars app in macOS High Sierra is automatically backed up if you have an iCloud account and enable this option. However, I like to keep another back-up of my calendars and urge you to do the same. Here’s how:
- Launch Calendar.
- From the Calendar sidebar, choose the calendar you want to back up.
- From the menus, select File > Export.
- Use the Save dialog box to browse to a location on your Mac to store the backup, Click the Export button.

The selected calendar will be saved in iCal (.ics) format. Repeat for any other calendars you wish to back up.
(This how-to is based on my experiences and info on Apple’s support pages — where the images sometimes come from.)