How can I change the lock screen on my Galaxy Note 2?
GO Locker has probably the most intuitive interface for changing the lock screen.  Plus they have an embedded store on their application making installation of new themes very easy.  I've noticed in the Google Play Store description for Lockscreen Calendar (not part of GO Locker), that there are reported problems for replacing the lock screen on Samsung devices.  Try Go Locker, that might help override Samsung default settings, then perhaps your own screen locker applications might work.

If your stuck on how to use these applications, try starting them from the Applications menu.  There should be instructions on their use.

NB: Here's a LifeHacker review of Lockscreen Calendar.