Here are the steps:
Click Calendar in the top left menu. Check the Show Moon Phases box in the drop-down list. The software will insert the major moon phases to the calendar grid automatically.
If you need the additional moon phases (waxing crescent, waxing gibbous etc.), open the Calendar menu again and choose Customize Moon Phases from the list. In this new window, check the Show additional phases box. Here you can change the moon icon and its size as well. Click OK to apply the changes and create your calendar with moon phases.