If your calendars are Gmail-based or Hotmail-based then:
1) Add those accounts to your phone.
2) From your home screen hit Settings button -> "Accounts & sync". Make sure that Background data and Auto-sync are checked.
3) Click on each account and check "Sync Calendar".
4) From within the Android calendar app on your phone., hit Settings -> More -> Calendars and then click the synchronization and eyeball symbols next to each calendar to make sure that they are synced and visible.