If your calendar app doesn't give that options (which makes me wonder, as I never encoutered a device that had no reminder options), you might wish to take a look at some available Calendar-Alarm-Fixes.
In the past, I had used Calendar Event Reminder, which lets you chose the calendars it should care for, and even gives more options to the reminders: Not only it let's you chose the sound, but you can also define how long it should nag you and in what intervals (so you never miss an alert because you were "shortly separated" from your device). Additionally, you can set up "snoozes" to delay the alarm for a given time. But other than you request, the app doesn't come for free.
The linked list holds some alternatives, some of them come for free – but I cannot say how well those work, as I didn't use them. I've meanwhile switched to Business Calendar as calendar replacement, which in the Pro version also ships with an own reminder system. Again, that's not free. But that wasn't one of your requirements either, so both seem to be valid solutions for you.