This article outlines the steps on how to display Calendars to the "New" items menu.
Product & Version
KWizCom Calendar Plus Standard Evaluation 4.x.xx for SharePoint 2007
KWizCom Calendar Plus Standard Evaluation 14.x.xx for SharePoint 2010
Please make sure that you added all Calendars separately as Data sources to Calendar Plus.
Go to Calendar Plus web part settings, and click on the "ADDING NEW ITEMS SETTIGNS" tab. Check all data sources were enabled for adding new items and type caption titles for them (see image below).