Whilst its possible to connect your calendar from Microsoft Exchange, this has to be integrated at a company level your intranet administrator and would result in every users calendar being connected which would then display in your own profile.
Each user would only see their calendar in their own profile allowing you visibility of it within Oak.
It is important to realise that your calendar will be display only and any appointments you add in Oak will not sync across to Microsoft exchange.
To integrate with Microsoft Exchange you will need to have installed OIS within the site settings. Once installed you can enable Exchange and enter your access details.