When you run xfcalendar without a .xfce4 it dies as it tries to mkdir
~/.xfce4/xfcalendar however it could just as easily make the .xfce4 directory
and indeed if it is to be useful without xfce4 it should.

Also it moans on the console about not being about to open its config file
because one doesn't necessarily exist yet it seems to do fine without it and
indeed the MCS settings get saved into xfcalendar.xml yet it has some other
setting which get saved in the xfcalendarrc. (If you look at the code the first
line could say [icky icky ptang fnord] and it would still apply to "Session
Visibility").

I think it should a) create .xfce4 if it doesn't exist and b) create the
default xfcalendarrc if it doesn't exist whenever it is started. (though it
might want to use the MCS stuff for all its settings I guess)