Make the calendar look how you'd like. You can't do too much to the colors. But you can change the size. The width is something that you'll want to play with to make sure that it fits on your page.
Then, once you have it as you want it to look, copy the html code above the calendar into your webpage. If it's
too wide, adjust the width on this page and then recopy the html code to your website.
Here is how the above calendar looks, embedded into this page.