The options under the calendar section give you control over the different calendar pages in the frontend area.

define which calendar events should be displayed by default by checking the boxes
You see a number of checkboxes beneath this option : birth, death, burial, cremation, christening, prenuptial, marriage, church and divorce.
if you check certain boxes, that information will be shown in the calendar pages by default. USers who visit the calendar pages, can still choose to show the unchecked boxes since the same options are available for the user in the calendar pages. This option just allows you to define the default information to be displayed.

select range of years
With the 'select range of years' option you can specify events from which years should be displayed by default. Again, users are able to manually specify this option through the different calendar pages, this just allows you to define the default years to be displayed.

define the first day of the week
define if a week should start on sunday or on monday.

number of months per row
The 'number of months per row' option is only used on the 'overview of all months' calendar view. If allows you to set how many months should be displayed on a horizontal row.