At present I have built my own theme, and the Calendar and Events use the default Page.ss.
I would like to point the Event Calendar to another page type that I will create. The reason for this is I have a horizontal navigation menu and 2nd level Menu items appear are on a second horizontal menu under the first menu. But I would like to hide the 2nd level Navigation menu on the Event Calendar Page.
What do I do I to change the Page Type of the Event Calendar?
I'm not sure what you mean by change the "page type." If you're just talking about using a custom template, all you have to do is create one in your theme directory for Calendar.ss and CalendarEvent.ss. Silverstripe will always look in your theme dir first for a template, and the fall back on the default template contained in the module.