Hi Josh,
To create an archive page like the one featured in Brajeshwar's Nishita theme, you need to do the following:
1. From the Dashboard, choose WRITE ---> PAGE and title it (with the quotation marks) "Archive"
2. In the page template selection below, use the drop down box and to change it from "Default Template" to "Archives Template" and save it.
3. head over to the theme editor, make sure that the Nishita theme is the current theme then theme editor
4. select the "header.php" and look for "<!-- BEGIN #nav -->" as the menu items are listed underneath it. The archive link, in my case (http://www.picpu.com) is listed below the "home" link.
<li id="nav-home">" title="Home">Home
<li id="nav-archives">/archives/" title="Archives">Archives
In closing, I hope this helps you with the archive. I have no knowledge of the calendar archive.
Best,
Clarence