If you use the Events List widget, this will display all categories (calendars) within your Upcoming Events module. This option does not give you the ability to filter categories. But if you only want to display a single calendar, utilize the filter feature within the Widgets section of your site.
1) Go to Appearance > Widgets and find the Events List widget
2) Add the widget to any widget position ie "sidebar"
3) Edit the settings as you wish, then under Add a filter, select which category/categories you want to display
4) Select which Page(s) you wish to display this widget one. Make sure you hide any other widgets from those page(s) that appear in that position
5) Go to the page you want the widget to display, and follow these instructions on how to add a Wigetized section