Here are the steps:
Go to the Main tab and click Customize Holidays. In the new window, you can see the current holiday database.
Select a group of holidays, then click Add to insert a new holiday to this group. Choose the event type - we'll need Recurring Event for our purpose.
Now give your event a name, such as Vacation. Set the starting and ending dates and pick a color. When finished, click OK to add the event to the database. Click OK again to finish editing and save the changes.
Don't forget to check the Display holiday names box to show the event name in the calendar grid. Enjoy your homemade calendar!