The Calendar Designer consists of a Photoshop Actions file and a template file.
I would suggest that you copy the entire 2015 Calendar Designer folder and all it's contents into your Documents folder.
The template file, 2015 Calendar Months.psd should be placed where you can easily access it. The exact location does not matter - just remember where it is. You will open this file every time you want to create a new calendar.
It really doesn't matter where this file is stored - just so we remember where. Again, I'd suggest that you copy the entire Calendar Designer Folder and all it's contents into your Documents folder.