I would like all my devices to sync calendars in iCloud. How do I set that up?

I'm new here, so please bear with me. I have an iPhone, iPad and Mac Book linked to iCloud. I have calendars selected to sync in iCloud, but not all events are syncing. i'm sure I have something setup incorrectly, but I can't figure out what it is. All settings appear the same on each device. Any suggestions will be appreciated.