Assuming that you are connected to CRM using outlook client:
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Open the appointment from calender in your outlook. click on Track/Track in CRM depending on the CRM version you are using. This will create an Appointment activity in CRM. but will not link the appointment to a particular CRM record.
To link this appointment to a particular CRM record (e.g. contact, account, case..etc..) click on Set Regarding and select more. Search for the record in look up dialog box, select and add.
refer to link:
http://www.microsoft.com/en-US/dynamics/crm-customer-center/track-outlook-appointments-in-crm-for-outlook.aspx