Sounds like a very silly question, but I tried, and it isn\'t too easy to find a simple answer to this simple question on google.
The longer story:
Before
You can use the "RSS Feed" option in the "Calendar Tools" section to help find the correct url. Each item in the RSS feed will have an event.ics generated by the owssvr.dll, which you can then convert to the format described by kravitz88 to get an ics for the whole calendar.
If your original URL was something like this:
http://SHAREPOINT.local/siateam/Lists/Calendar/calendar.aspx
Then inside the RSS item links should look something like this:
http://SHAREPOINT.local/siateam/_vti_bin/owssvr.dll?CS=65001&Cmd=Display&CacheControl=1&List={df83eb1b-0403-42ec-8198-ec523bf1acc1}&ID=254&Using=%2Fsiateam%2FLists%2FCalendar/event.ics