To setup and sync the 3rd party calender into UWP, you will first need to get the unique iCal URL from the respectie 3rd party. Please follow the these links to obtain the iCal URL link for Outlook, Google, and Apple.
Once you obtain the iCal URL, log into UWP.
There is a new menu called Legend.
Manage Calendars
Here you can add a description to the Calendar, change the colour of the events. Once you paste the iCal URL into the field, the status should change to green tick, this means it has succssfully sync the chosen calendar into UWP.