While in the calendar, there are several commands to create diary entries:
You can make a diary entry for a specific date by selecting that date in the calendar window and typing the i d command. This command displays the end of your diary file in another window and inserts the date; you can then type the rest of the diary entry.
If you want to make a diary entry that applies to a specific day of the week, select that day of the week (any occurrence will do) and type i w. This inserts the day-of-week as a generic date; you can then type the rest of the diary entry. You can make a monthly diary entry in the same fashion. Select the day of the month, use the i m command, and type rest of the entry. Similarly, you can insert a yearly diary entry with the i y command.
All of the above commands make marking diary entries by default. To make a nonmarking diary entry, give a numeric argument to the command. For example, C-u i w makes a nonmarking weekly diary entry.
When you modify the diary file, be sure to save the file before exiting Emacs.