You can either switch to
4.7 or later or specify the Date property (example from
4.6 SP1 release notes):
DayPilotCalendar1.Columns.Clear();
for (int i = 0; i < 3; i++)
{
DateTime day = DateTime.Today.AddDays(i);
Column c = new Column(day.ToShortDateString(), day.ToString("s"));
c.Date = day;
DayPilotCalendar1.Columns.Add(c);
}