Download the file and extract the Outlook PST files.
Add the PST to the Outlook profile by using File>Data File Management>Add>Choose file..
Goto the Folder List View and choose the new calendar from the new PST file.
in the View menu change the Current View to be sort by Category
select all the objects in the list, right click and choose Move to Folder> then point it to your calendar.
There are two versions of PST with holidays label in English and Hebrew: