Ok so you did not read the manual. Set the sound profile for the calendar and it will notify you with sound. To set something in the calendar

Create a meeting invitation

In the calendar, press the Menu key.
Click New.
Type the meeting information.
enter the event
Press the Menu key.
Click Save.
Set an alarm notification

In the calendar, press the Menu key.
Click New Alarm.
Type the alarm information.
If you want the alarm to recur, change the Recurrence field.
Press the Menu key.
Click Save.