Connect Daily allows you to add holidays to your system. You can find this screen on the menu under Edit | Advanced | Import Holidays.
When you first enter the screen, a dropdown list of holiday calendars will be available. This list contains holidays for many different countries as well as religious holidays for several different faiths.
Select the holiday calendar you want to import and hit next. Now, a list of available holidays on that calendar will be displayed. Move the holidays you want to add to your calendar from the Available Items list to the Selected Items list by double-clicking on them.
Once you've selected the ones you want, click on the Finish button. A results box will appear telling you how many events were created.
Here are some other things to know:
Jewish Holiday data is provided courtesy of HebCal.com, http://www.hebcal.com/.