calendar-setup is a variable defined in `calendar.el'.
Its value is

The frame setup of the calendar.
The choices are: `one-frame' (calendar and diary together in one separate,
dedicated frame); `two-frames' (calendar and diary in separate, dedicated
frames); `calendar-only' (calendar in a separate, dedicated frame); with
any other value the current frame is used. Using any of the first
three options overrides the value of `calendar-view-diary-initially-flag'.

You can customize this variable.