Android doesn't support native calendars. It needs to be able to synchronize with Google Calendars. Moreover, if you don't already have a Google Calendar created when you initially synchronize your phone with your account, as of Gingerbread (Android) you need to jump through hoops to get the phone to recognize when you've added a calendar to your account.
The Interwebs have a number of similar complaints, mostly mentioning Verizon phones by name. The solution that seemed to work for them--create a dummy account on the phone, which can subsequently be deleted--did not magically result in Google Calendars becominga synchronization option. Instead, after creating a calendar in the phoen's Web browser, the only solution was to do a factory reset of the phone and then re-associate the account with it.