You can’t add a CalDAV calendar in the Calendar app. To quote a post in this thread:
these “Accounts” are handled in GNOME Online Accounts (GOA), a user facing interface to add and remove these accounts, which is an upstream project developed by the GNOME project, and GOA does not yet added support for CalDAV and CardDAV.
That thread also includes a link to the open Gnome issue.
However, if you manually install Evolution, you can use the Evolution UI to add the account, after which the Calendar app will be able to use it. Evolution doesn’t work well on a small screen, but I was able to add accounts without an external monitor (cancel out of initial setup; go to File/Accounts, then add account). You can install Evolution manually from the command line in the Terminal app.