Go to the calendar link in the purple menu bar. Over to the lower right area, look for the Calendar Jump and choose to go to your Private calendar.
From there, go to Add New Event and choose your option. You can then enter an event into your calendar.
To get a reminder, you'll then look at your calendar (click on the date if necessary if you've already added your event) and look to the lower right of your event post and you'll see an option to get a reminder. You can choose to get an email (and also log it into your UserCP) anywhere from 1 hour to 3 days ahead of the event.
I hope that helps