Hello @RV5 and welcome.
Foreword
a) CryptPad is (open source) end-to-end encrypted, that is the main reason to use it. The encryption and decryption is done in your browser, which means your browser is executing CryptPad code to do so.
b) CryptPad has no API for external applications. As I have read this might be possible sometime in the future but depends on funding of course.
Upload
You can only manually import calendars, because 1) there is no API and 2) there is no (automation) feature in CryptPad to automatically "fetch" the data.
Download
This is not possible because of the end-to-end encryption. Whatever an external client theoretically could download would be unusable encrypted data. So the external client would either need a feature to decrypt CryptPad data (unlikely) and you would need to enter your password or you would need the not existing API for external applications.
Outlook
IMHO sync features (API) is one of the most wanted CryptPAd features, especially for calendar, since it's easier to keep all documents (only) in CryptPad than keeping all appointments (only) in CryptPad.
So I would advise you to post a feature request (for sometiem in the future), but then please describe your workflow. If you sync your external / Thunderbird calendar with CryptPad your calendar data would not be encrypted anymore, it would be cleartext in Thunderbird / external application. So the CryptPad developers would not see your point without describing it further.
Link
All the link features in CryptPad, by which I mean the share features, which create a link, create links to within the protected CryptPad environment. So as explained int he foreword CryptPad code is executed in your browser to handle the encrypted communication. Therefore there are no links in the sense of URLs ( like ical:// or smb:// )which one is used from other applications.
Other applications usally have no encryption feature, or the communication is encrypted, but not end-to-end, which means the data is stored unencrypted on the servers. End-to-end means your client (browser) is doing the encryption and the decryption, the server does not know your (plaintext) data.
Remarks
Please look at the features to download your CryptDrive and to upload folders. I don't know if these include calendar data. If they do you could write scripts and then manually "sync" your data e.g. once a day.
If you use CryptPad because the simpleness and the included applications and with encryption only as a bonus feature you might want to look a open source applications like Nextcloud, then you have the sync features, but not the end-to-end cryptography.
Please consider adding / changing your posting tags, there is a "calendar" tag instead of the "applications" tag. Please give feedback if your questions are answered or use the feature to mark a posting as answer.
Regards
Alexander