It depends on the system you use to store this information. For example, if you use iCloud, you will sign in to the same iCloud account for each device and enable Contacts and Calendar for each of them to sync them. But you also need to make sure you create contacts and calendars in iCloud. You have the ability to create new contacts and calendars “On My X” and also in other systems (like Google Gmail). Obviously, if you sync iCloud stuff but store something in a contact outside of iCloud, it won’t sync.
When it comes to music, it depends. Apple Music? Spotify? Downloaded or ripped mp3? Bought iTunes Music? Apple Music and Spotify – just sign in to the same services. But actual music files will take more effort. Watch iTunes Match.
When it comes to photos, it will be the iCloud Photos Library. https://support.apple.com/en-us/HT204264 But if you use another cloud service, like Google, it has its own special service that you need to use on all devices.