You can search through your calendar by clicking the "Search Icon" located either on the main calendar page, or in calendar list view.
Here you can search for:
Properties
Agents
Leads
Even Leads phone numbers and Emails!
When a search is performed, you will be taken to a list of all the events that include anything you searched for in them, and autoscrolled to the soonest event that matches your search.
Happy Searching!