To get Jewish holidays in Microsoft Outlook 2011 for Mac OS X to show up with a color-coded category, be sure to drag and drop the .ics file you downloaded onto one of the category labels on the left pane as follows:
Screen shot of adding a hebcal.ics file to Outlook 2011 for Mac OS X
If you simply drag the .ics file to Outlook 2011 icon in your dock or double-click on it, it will get categorized and color-coded as “No Category” which is probably not what you want.
Included in the Hebcal Jewish holiday downloads are options to select major holidays (Rosh Hashana, Yom Kippur, Pesach, etc.), minor holidays (Purim, Chanukah, etc.), special Shabbatot, public fasts (Tish’a B’Av, etc.), Rosh Chodesh, and modern holidays (Yom HaAtzma’ut, etc.).