The first iCloud account you enter, in System Preferences>iCloud, is the primary account and will sync calendars etc. You can enter a second account at System Preferences>Mail, Contacts & Calendars to access another account's email but it will not sync your calendars etc. Syncing can take place only to one account.
If you are not signed in to the account you want to use you need to sign out. Before doing this you can uncheck each facility in the list, whereupon you will be asked if you want to save your data on your Mac.
When you sign into a different account syncing will take place from its calendars etc.
Only calendars and contacts listed under 'iCloud' are affected by this. Data under 'On My Mac' is not affected and is not syncing.