Hi @DS0216 ,
There has been a template screen for what you want.

In the template screen, after you select date in the date picker, the related event will display in the left of the screen.
If you want to display calendar in date picker directly, I'm afraid it's not supported currently.
Date picker not supports this kind of customization now.
But this template has similar function.
Please refer the formulas that the template use:
1)dropdownCalendarSelection1's Items:
Office365Outlook.CalendarGetTables().value
//lists available calendars
2)dropdownCalendarSelection1's OnSelect:
ClearCollect(MyCalendarEvents, Office365Outlook.GetEventsCalendarViewV2(_myCalendar.Name, Text(_minDate, UTC), Text(_maxDate, UTC)).value)
//save all the events based on the date and calendar that you selected as a collection , GetEventsCalendarViewV2 has been DEPRECATED, please try
Office365Outlook.GetEventsCalendarViewV3
3)CalendarEventsGallery1's Items
SortByColumns(Filter(MyCalendarEvents, Text(Start, DateTimeFormat.ShortDate) = Text(_dateSelected, DateTimeFormat.ShortDate)), "Start")
//display the related events

Please refer these functions in details here:
https://docs.microsoft.com/en-us/connectors/office365/
Best regards,