How to sync iCloud cal with Exchange
The two services are not designed to easily merge with one another. There are numerous syncing tools available, but when you have multiple sync services interacting with each other (in this case: iCloud, middle man service &amp; Exchange are each their own sync service) you dramatically increase the chance of serious sync corruptions.

As your goal is to see all of your calendars everywhere, I recommend setting up both services on all of your devices. You will want to use the following apps, depending on platform, for an ideal experience and visibility to both calendars:


Mac: use Apple Calendar (formerly, iCal). See this guide for setting up both account types.
PC: use Outlook. See this guide for setting up iCloud in Outlook. See this guide for setting up Exchange accounts in Outlook.
iOS: See this guide for setting up iCloud. See this guide for setting up Exchange.