When the icon is next to an event, clicking it will add the event to your calendar.

If you click the link at the bottom of the index or table calendar pages, it will add all events to you calendar.

You can also subscribe to the calendar feed (so new events with automatically appear) by setting up a calendar layer and subscribing it to http://oximc.org.uk/cal/ical.php

iCalendar is used and supported by a large number of products, including Thunderbird/Lightening Google Calendar, Apple iCal, GoDaddy Online Group Calendar, IBM Lotus Notes, Yahoo! Calendar and partially also by Microsoft Outlook.