There are two methods to achieve this:
The best way, ensuring that future changes are kept up to date:
1. On your device, go into settings > "Mail, Contacts, Calendars," then tap "Add Account" in the Accounts section. Then tap "Other," and "Add Subscribed Calendar.". Under server paste the following link:
2. Download the current calendar items by simply clicking on the above link. This method is quickest but future changes will not automatically sync.