With Calendar Sets, you can manage different collections of calendars to be able to quickly switch between them, such as a different collection of Work related calendars and a different one for Personal.
Tap on the Calendar Set button next to Settings from the top toolbar options. This will present you with a list of Calendar Sets you have created. Upon first launch, BusyCal will create an initial set by the name "My Calendar Set" automatically for you.
Tap on Manage Sets... and then tap on New Calendar Set to create a new set.
Overriding Default Calendars
Under app settings, you can assign a default Calendar to be used for creating new Events / Tasks. However, it may make more sense to use a different set of default calendars when a particular Calendar Set has been activated. You can override the default calendars by editing the Calendar Set and tapping Event Calendar under the Override Default Calendars section.
You can assign a Siri Shortcut to your Calendar Set by editing it and then tapping on the Add to Siri button. This way, you can use your voice to launch BusyCal and automatically switch to the configured Calendar Set.