How to remove virus from my iPhone ?

You have subscribed to scam calendar account. Go to Settings > Calendar > Accounts, then check each listed configuration and remove one that is associated with those scam events and account.

What exactly does this 'virus' do on your phone?

I have a virus on my phone

Are you having the same thing as what you can see from the screenshot?

If so, iW00 posted a great answer above and it's tagged as recommended by Apple.