Consider getting a VPS to play around with to learn how this stuff works before you expose your data to the internet.
Learn about how DNS works. You will create an A record (and possibly also an AAAA recordy) for your domain pointing to your home IP (or VPS).
If SquareSpace does not let you set records (and will only allow you to use Squarespace-hosted services) you will need to migrate your domain to another provider. I like gandi.net.
Learn how your router does port forwarding. You will forward port(s) for the calendar service from your router to your home PC. (Or learn how to do firewalls on your VPS.)
Before you actually connect to it with credentials over the internet, set up SSL/TLS certificates with LetsEncrypt.
I did not understand this about myself until after I married a person who is not comfortable until every surface is covered with stuff and every bit of wall perimeter is lined with piles of stuff.