Here are the steps:
Go to the Main tab and click Customize Holidays. A new window with the holiday database will open.
Click New Group in the bottom left corner to add a new group of holidays. Name it as you like and click OK. The group will be added to the database.
Now you can start adding holidays. Click Add and choose the event type - Holiday. Give this holiday a name, set a date and pick a certain color. Click OK to add this holiday to the database.
Click OK to save the holiday database. Now check the Display Holiday Names box to see the holiday names in the grid. Your calendar design with holidays is finished!