The ability to do this depends on who is hosting your WordPress blog.  WordPress.com is a service and host; but you can also run WordPress on your own server or use a different hosting service that runs WordPress.
If you host WordPress on your own server or use another host that allows JavaScript, you can incorporate the Upcoming Events List into your blog. To incorporate the Upcoming Events List into your WordPress site, follow the steps below.
  1. Login to your WordPress account.
  2. Go to your Dashboard -> Appearance-> Widgets
  3. On right hand side of your dashboard you see “Current Widgets”
  4. Click “Edit” in the text box or drag a  Text Widget to the sidebar if there isn’t already one available.
  5. Open another browser and go to Your Calendar -> Admin  Menu-> Website Plugins > Upcoming Events List
  6. Customize the Upcoming Events List using list, event, and script tabs. SAVE changes
  7. Go to the Script tab
  8. Copy the JavaScript code for the Upcoming Events List from box titled “JavaScript Code for Combined Selected Categories.”
  9. Return to WordPress and paste the script into the open Text box. Click “Save” and Close the text box.
  10. The Upcoming Events List should appear in sidebar of your blog.
If you use WordPress.com the service/host, WordPress.com does not allow JavaScript or inline frames to be incorporated into its blogs.  Therefore, the Upcoming Events List will not appear on a blog hosted by WordPress.com.  You can add a direct link to your calendar or your web page containing your Upcoming Events List.
The steps to add a direct link to your calendar or website are below.
  1.  Login to your WordPress account.
  2. Go to your Dashboard -> Appearance-> Widgets
  3. On right hand side of your dashboard you see “Current Widgets”
  4. Click “Edit” in the text box or “Add” a text box in the sidebar and then “Edit.”
  5. Insert the following code in the text box that opens to create a text link to your calendar or website page with text “Open My Calendar.” You may substitute any text you wish. Be sure to substitute your calendar identifier for yourcalendaridentifier in the below example.
    <a href="http://www.calendarwiz.com/yourcalendaridentifier">Open My Calendar</a>
  6. Save and Close the Text Box.
  7. View your page.