The two aren't compatible.
iCloud calendars aren't actually 'synced': they live on the iCloud server and are read from there by iCal on your Mac. AFAIK your Nokia can't access these.
Your Nokia-synced calendars live on your Mac and on your Nokia - they are listed as such - and iSync does actually sync them, picking up changes at either end and copying them to the other end. iCloud cannot see these calendars because it doesn't read calendars from elsewhere.
(With iCloud there is a cacheing system that means you can still see the calendars when you are offline, and changes you make then are transmitted to iCloud when you are online again, but for all practicable purposes you can ignore that and regard the process as simply reading the iCloud calendars).
Thank You Roger, for your quick and great support!!!
Your explanation helps me to understand how iCloud is working and the reason why it will not work with iSync in parallel.
Maybe you can also help me in the following:
As I prefer to sync my phone with iCal rather than with my iPad, I would like to deactivate the iCal in iCloud.
I've tried to do so, but in that case iCal will completely deleted from my Mac.
Do you have a hint how to solve my problem w/o deleting all my iCal-entries on my Mac?
Please see the second set of numbered instructions on this page:
This will tell you how to export your iCloud calendars (one at a time) and re-import them as 'On My Mac' calendars.