Sounds like you are probably using Ubuntu 11.10 LTS... As far as I can tell the monthly calendar displayed in Unity's control panel (or whatever that bar at the top is called) is only integrated for Evolution. The mail on the other hand is integrated to Thunderbird. Thunderbird has an extension called Lightning which adds calendar capabilities to the program. I haven't been able to find any packages to install that will integrate lightning to the calendar in Unity.
There have been workarounds mentioned where both Thunderbird and Evolution are installed to allow events to be viewed in the Unity Calendar. However, it seems Thuderbird will not integrate with this calendar. I am currently looking into a way to change the default calendar app... unfortunately I am unable to when in: System Settings > Details > Default Applications. Maybe I'm doing something wrong but this is where I would expect to see it.