How do I connect my calendar on my Macbook, ipad and iphone? I have an iPhone 6s, a Macbook and a new iPad. Right now events I create on one do not show on the others.  

How do I connect the calendar on all three?
Since you have Apple products listed, iCloud calendars would be the place to start.

Go to:


https://www.icloud.com


There is a link in the top right on the instructions for setting up each of your devices to use iCloud for calendar syncing:


https://www.apple.com/icloud/setup/


Start with one device - then check in the cloud using https://www.icloud.com/#calendar once the cloud and one device sync, move on to the next device and repeat until they all have syncing enabled.