Note: Apple provides official instructions for subscribing to calendars. You can refer to them in conjunction with the instructions below.
Choose the Subscribe in External Apps option.
Turn on the switch next to External Calendar App Integration.
Click on the Copy Calendar Link button.
Open the Calendar app on your Mac, then go to File > New Calendar Subscription…
Paste the link from AnyList. The first part of the pasted link should read https://icalendar.anylist.com.
Ensure that Auto-refresh is set to at least Every 15 minutes. (The default setting is Every week. If you do not change the default, then changes you make to your AnyList meal planning calendar will take a long time to show up in the Apple Calendar app.)
Ensure that Location is set to iCloud (assuming you want to see your AnyList meal planning calendar on all of your Apple devices). Then click OK.
You’ll now be able to see your AnyList meal planning calendar in the macOS Calendar app and on your other Apple devices via iCloud.