At the bottom of the See by Month view, you'll see the various categories displayed, click on any one to view only those items. If you've followed the calendar link from one of the other specific sections in the site, it will show you only those categories specific to that section. If you want to see all categories, simply click on the All Categories link.
Additionally, take some time to explore the various calendar display options at the top of the calendar, as they provide a better view for you.
The List Year view provides an overview of all events for the year.
See by Categories is similar to List Year, except that it allows you to restrict your view to certain event categories.