These links can be used to add the calendar to various types of applications.
For example, the XML/RSS feed can be used in an RSS reader.
You can add the webcal link to Outlook, iCal links can be added to Google and Apple.
The HTML link simply takes you to an online calendar. The following should help you if you need assistance.

• Adding a calendar to your Google Calendar.
• Adding a calendar to Outlook.
• iCloud iCal information.
• Adding a Calendar to iPhone:
  • Settings -> Mail, Contacts, Calendar -> Add Account -> Other >
    Add Subscribed Calendar (use the iCal link).