I see that the JIRA Calendar plugin is installed. In the screen shots it appears to be found in the agile project menu, however, I do not see where it shows up.
Not sure why you think it's in the Agile project menu - the screenshot shows an old version of JIRA and the calendar appearing in the JIRA project tab. In the latest version, it should still appear in the project bar.
It's also available as a gadget.
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