iCloud doesn't use Microsoft Exchange, and cannot be integrated with it - they are completely seperate calendar systems.
You'll need to contact your companies IT department and get the relevant settings to add Exchange Server to the iPhone.
I am surprised for this so quick reply!
Our company installed on all the iPhones two apps called MobileIron and My Data Manager in order we can have everything on our iPhone when we are not in the office.
This works well on the iPhone and I have my Outlook mail and agenda.
I would like to have it also on my personnal MacBook Pro so I used iCloud. On iCloud I obtain my contacts but nothing on the calendar.
I checked your link and what is in my iPhone and everythings seems well (as I said, my iPhone has all the information i need).
I think the problem is with iCloud (?)
You cannot sync an Exchange Server account with iCloud. They are totally seperate systems and do not sync with each other. See: http://support.apple.com/kb/HT5058
You should be able to setup your company Exchange Account on your Mac though - I'm not sure how to do that though, as I have never used Exchange.