Most calendar applications on your desktop or mobile device have the ability to view web-based calendars.
Look for keywords like "subscribe", "via URL", or "Internet Calendar" in the Add Calendar functionality of your app. It will ask you to enter the "url" of the calendar you wish to subscribe to.
Each GoToList Calendar has a unique url. You can find that by opening the calendar of interest in GoToList, click on "Actions > Subscribe" and copying the listed url into your copy/paste buffer. Select the text, press CTRL+C for Windows and CMD+C for Apple devices, and the text is saved into your buffer.
Go back to your calendar app and paste it where required. You'll likely also be given the opportunity to give a name to the calendar.