Add reminder to calendar?

The quickest way to create an event as a reminder is to use Siri to create it, but to include an alert - to serve as your reminder - requires that you have selected a default alert period for events. If no alert period is chosen Siri will create the event with no alert. Change this in Settings > Calendar > Default Alert Times > Events

You can add an event manually as an event with an alert - just touch on the + button at the top right of the screen the Calendar app to start your entry.

Or you could create an entry in the dedicated Reminders app, which is probably the better choice