How create Zoom calendar if I'm using MacOS

I'd like to sync my Apple macOS Calendar with my Zoom MacOS desktop client. I clicked on the link to connect my calendar, and it presents me with a dialog box where I can either

• Create Zoom Calendar
• Sign in with Google
• Sign in with Microsoft

I clicked Create Zoom Calendar. It then switches to my default browser and drops me in to my profile in the Zoom web client. But it doesn't give any indication of what I'm supposed to do here. Any advice would be appreciated.