I found the shared calendar option, but in Exchange you can create calendars on user level (or add existing ones). This is what I mean: http://i62.tinypic.com/2n8pftf.png
Shared calendars are another option though, but they are not something an end-user can add. Only the Domain Admin can create it, right?
I am also wondering what the possibillities are in Outlook. Does the ActiveSync protocol support multiple calendars? I also use Outlook.com, which uses ActiveSync for Outlook 2013, and I can see all my calendars from there.