If you have not already exported your iCloud calendar, please review this article: How do I export or backup my iCloud calendar?.

Once you have exported your iCloud calendar, continue with the steps below:

  • Open Outlook.
  • Click File at the top left corner.
         
  • Click Open & Export.
         
  • Click Import/Export.
         
  • When the Import and Export Wizard window opens, click Import an iCalendar(.ics) or vCalendar(.vcs) file, then click Next.
         
  • When the Browse window appears, navigate to where you saved your calendar file, click it, then click Open.
         

Your calendar should now be imported.