Subscription-based calendars (like the holidays provided by Apple) cannot be edited by the user.
You could only a) create a custom one or b) subscribe to a different holidays calendar that fits your needs.
Maybe if you disclose what you seek specifically, others can share their findings or recommendations from which source to get a matching calendar. Like this for US holidays:
You would disable or turn off the default iCloud holidays calendar on your device and subscribe to a custom one. I use this site: https://www.calendarlabs.com/ical-calendar/
I would like to include only the major US normal holidays and get rid of the clutter. Maybe also later be able to add the same for France. Is there an RSS calendar or similar site where I can approve them in advance?