From Sky Sports:
https://www.skysports.com/leicester-city-fixtures
Click Add to Calendar on this page.
Slightly different for Android which uses Google Calendars:
Using Google Calendar
Go to https://www.google.com/calendar
If you are not already, log in with your Google account.
On the left of the page, pull down the option 'Other Calendars'
Select 'Add by URL'
Paste the URL in the box entitled 'Add by URL' (change webcal:// to http:// if the former does not work correctly)
Do not tick "Make this calendar publically accessible" - Sky Sports calendars are already publicly accessible via http://www1.skysports.com/calendars
Your subscribed calendar information will download into your calendar and continue to automatically update periodically.
Each subscribed calendar will appear under 'Other Calendars' and you can pull down the options menu to change the colour of events, create notifications, or hid e the calendar.