When you set the CalendarControl.SetDataProvider "Provider=custom;"
what happens is that the CalendarControl will RaiseEvents like DoCreatexxx, DoReadxxx etc.
You need to intercept these events and read or write to your SQLServer connection.

Here is a link to: http://www.connectionstrings.com where you can find many more sample connection strings

Look at the OpenProvider function in frmMain and change to the following...
 
Public Sub OpenProvider(ByVal eDataProviderType As CodeJockCalendarDataType, ByVal strConnectionString As String)
   dim strConnect As String

   'Here is a connection string to a sql server database.
   strConnect=""
   strConnect= strConnect & ""Provider=SQLOLEDB;"
   strConnect= strConnect & "Driver={SQL Server};"
   strConnect= strConnect & "Integrated_Security=False;"
   strConnect= strConnect & "Persist Security Info=false;"
   strConnect= strConnect & "Connect Timeout=30;"
   strConnect= strConnect & "DataTypeCompatibility=80;"
   strConnect= strConnect & "Trusted Connection=false;"
   strConnect= strConnect & "Application Name= My_ApplicationName;"
   strConnect= strConnect & "Network=DBMSSOCN;(Local)\SQLEXPRESS,1455;"
   strConnect= strConnect & "User ID=MyUser_ID;"
   strConnect= strConnect & "Password=MyUser_Password;"
   strConnect= strConnect & "Initial Catalog=MySQLServer_Database;"

   

   Set m_pCustomDataHandler = Nothing
   
    ' SQL Server provider
    Set m_pCustomDataHandler = New providerSQLServer
    m_pCustomDataHandler.OpenDB strConnect
       
    m_pCustomDataHandler.SetCalendar CalendarControl   
               
    CalendarControl.SetDataProvider "Provider=custom;"
       
    If eDataProviderType = cjCalendarData_SQLServer Or eDataProviderType = cjCalendarData_MySQL Then
        CalendarControl.DataProvider.CacheMode = xtpCalendarDPCacheModeOnRepeat
    End If
   
    If Not CalendarControl.DataProvider.Open Then
        CalendarControl.DataProvider.Create
    End If
   
    m_eActiveDataProvider = eDataProviderType
       
    CalendarControl.Populate
    wndDatePicker.RedrawControl

End Sub

 

In the providerSQLServer class change the OpenDB function to...

Public Sub OpenDB(ByVal strConnection As String)
On Error GoTo err1
    m_Connection.Open strConnection
    m_bOpened = True

err1:
    If Err.Number <> 0 Then
        m_bOpened = False
        MsgBox "Cannot open SQL Server DB: " & Err.Description
    End If
End Sub

 

 

2)

You will need to create the tables and fields in in your sql server database yourslef. I have not tested if the following in the OpenProvider function will create the tables if you are connected to a sql server database.

 

   If Not CalendarControl.DataProvider.Open Then
        CalendarControl.DataProvider.Create
    End If

You might want to try and see for yourself.

 

 

Also there are two classes that do the work:

providerSQLServer.cls

SQLDataHelper.cls