Does your app "Syncronicity Pro for Exchange" have the ability to connect to the iPhone's calendar in iCloud?

Unfortunately, no.  Syncronicity Pro is designed only to connect and access shared calendars in Microsoft Exchange \ Office 365.  It might be possible to sync your iCloud calendar with Exchange using another tool, but I'm not familiar enough with that to offer a solution.

Is there an Android version of Syncronicity?

At this point we have no plans to port Syncronicity to the Android platform.

How do I add an event to a calendar with Syncronicity?

You can add, modify, and delete events on calendars to which you have write access.
To do that, make sure write access is turned on in the calendar settings. Then, to add an event,  select the single calendar to which you wish to write from the drop down list on the main screen. A small "+" icon should appear at the top left.  Tap that to add an event.  Here's a video that demonstrates the steps...