Google Calendar isn’t working

That tutorial page you referenced is for a wordpress.com site. Techniques used there may not necessarily work on self hosted sites.

That said, iframes should work fine in self hosted widgets, provided the user entering the iframe has unfiltered_html capability. If the capability exists for your role, there is probably a theme or plugin conflict somewhere. Try deactivating all plugins and switching to the twentysixteen theme. You should be able to create iframe content now. Switch back to your normal theme and try again. Reactivate plugins, one by one. When the iframe entry fails, the last activated code is conflicted for some reason. You may wish to take up the issue with that code’s author.

Would this be a site on a multi-site network by any chance? It’s not uncommon for site admins to have somewhat restricted capabilities. The super-admin may have also installed must-use plugins that could be the cause and in such cases there’s probably little you can do about the situation.