When you have found a class that interests you, select "Reserve" to RSVP for the class.
A pop-up window will appear asking you to add your session to your calendar. If you already have a default calendar selected, clicking this button should download or open a new window with that default calendar.
If you have not selected a default yet, clicking the button will take you to the calendar settings page. Click the default calendar preference you wish to use. You will have to go back to the original session again to add the session to your calendar.