How to connect a mac calander to a iPhone calender

To clarify the answer provided by Foxfifth.

The best way is to have both the Mac and the iPhone connecting to and using the same server based calendar account. This could be a free iCloud account, or a free Google account, a free Hotmail/Outlook.com account or a paid for Office365 account.

Since both devices will then be using the same account they see the same thing including each others changes.

Other than that historically it was possible to sync a calendar via iTunes. See iTunes for Mac: Sync contacts, calendars, and other info with iPod, iPhone, or iPad

You cannot simply 'convert' a local Mac calendar in to an iCloud (or other) calendar. You would have to add the server based account and this would be an additional calendar. You can however move existing entries one-by-one from one calendar to another by editing each individual entry on the Mac and moving it from one calendar to another.

On the Mac: Apple menu > System Preferences > iCloud > Calendars on.

On the iPhone: Settings > [username] > iCloud > Calendars on.