The calendar panel in the side bar on the right is an overview of all the calendar events in your calendar (and soon reminders from the Reminders app too). It gives an overview of what’s planned for your day.
The notes in Agenda are not the same as the notes of a calendar event, instead you can link a note in Agenda to a calendar event in your calendar, for example the meeting notes to the calendar event for a team meeting. If you link a note to a calendar event you’ll see a note icon appear next to the entry for the linked event in the calendar in the side panel. If you click that icon it will bring you to the note in Agenda. Similarly, the event will get an agenda link insert that you can click in the calendar app to jump to the note in Agenda.
Aside from linking a note to a calendar event, you can also just assign a date to a note (not linked to any particular event), these won’t appear in the calendar on the right, but you can search for them if you want by clicking the loupe at the top, followed by the calendar filtering icon next to the search field:
Hope this helps!