Hi,
Yes you can install Event Calendar Pro into your dev environment using the same procedure as with Form Wizard Pro.
If you are developing custom features you can do the data access any way you like. In mojoPortal we do straight forward CRUD with stored procedures called from the data later (ie mojoPortal.Data, mojoPortal.Features.Data, etc). You can follow the same patterns by looking at how our data later code is constructed. I usually create my tables then use Codesmith to generate some starter code that I then modify as needed. In the mojoPortal source code there is a folder Codesmith Templates that has the templates I use.
You are also free to use any other approach in your own features, if you want to use an OR Mapper like Entity Framework or NHibernate etc you can do that though you may need to add things to Web.config to support those frameworks. We have some tutorials from a community member that uses .netTiers. It is very open ended in terms of what you can do inside your own custom features so if you are already comfortable using some particular approach to data access nothing stops you from doing that in your custom work with mojoPortal.
I've also done a series of videos showing the basic approach I use for custom development, there are a lot of videos bnut each is less than 10 minutes long.
Hope that helps,
Joe