Hi Chelsea,
In Outlook client, the end-users can export all Calendar items manually to PST file for Backup. Just like:
Export or backup email, contacts, and calendar to an Outlook .pst file
If you want to export the Calendar folders to PST file for all users in Exchange server, you can request the Exchange administrator to use the
New-MailboxExportRequest cmdlet with the IncludeFolders parameter to export it.
Any further question about the Exchange PowerShell New-MailboxExportRequest, you can contact Exchange support for more suggestion:
https://social.technet.microsoft.com/Forums/office/en-us/home?category=exchangeserver
Best Regards,
Winnie Liang
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