Hi!
Calendly currently integrates with iCloud calendar but not iCal. A bit of context on why this is, the Apple Calendar app (or iCal) you may be used to seeing on your MacBook or iPhone isn't really a calendar at all, but rather a calendar viewer. Since iCal/Apple Calendar is simply a display interface where a user can view other online calendars, it is not possible for Calendly to integrate directly with Apple Calendar/iCal.
You can connect your iCloud calendar in Calendly by navigating to your Calendar Connection page and selecting iCloud. Once you select iCloud, you will follow the prompts to connect your calendar to Calendly.
Please note, the iCloud connection requires you to have 2-factor authentication turned on and an app-specific password prior to connecting your iCloud calendar in Calendly. You can view full steps here: Getting started with iCloud calendar.