Unable to Create Calendar View in Salesforce Lightning

When users report that the gear icon next to My Calendars is not visible, the root cause is that no Public Calendar or Resource Calendar has been shared with them. Administrators must create the Public Calendar in Setup and configure sharing settings. Follow the steps below.

How to Create and Share a Public Calendar in Lightning Experience

1. Navigate to Setup.
2. Enter Public Calendars and Resources into the Quick Find box.
3. Click Public Calendars and Resources.
4. Click New to create a new Public Calendar.
5. Enter a name for your new Calendar. Select the Active check box. Click Save.
6. Click Sharing.
7. Click Add.
8. Select the Groups, Roles, or Users who should have access to the shared Calendar.
9. Make sure Show Details or higher access is selected in the Calendar Access drop-down menu.
10. Click Save.

Note: If the gear icon is still not available after the calendar has been shared, please contact your system administrator. They may need to submit a Case to request this feature to be enabled.