You have to go in the Setup Manager for EPC and provide the database information before it'll work (I'm hoping you did that, but you didn't specify).
Depending on the host, they might have a different way of connecting to the server. Most of the time, you'd use "localhost" for the server... but some installs require you to specify a different hostname.
If you are getting an error message, it would be helpful to get it.
As for uninstalling, delete the folder, remove the table (and database if it was the only table in it), and then remove any references to the calendar in any files that the calendar was integrated into.
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