"Can't bind to 'ngModel' since it isn't a known property of 'p-calendar'" error message trying to use PrimeNG component, why?

Add FormsModule in your AppModule:

// ...
import { FormsModule } from '@angular/forms';
// ...

@NgModule({
  // ...
  imports: [
    BrowserModule,
    FormsModule,
    CalendarModule
  ],
  // ...
})
export class AppModule { }