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I was wondering the same and have concluded that it's not possible.
From apple.com ( http://support.apple.com/kb/DL1455 ):
"To create an iCloud account you need an iPhone, iPad or iPod touch with iOS 5, or a Mac with OS X Lion v10.7.2."
Even for those who meet the above requirement, the consensus seems to be that it is not possible to export icloud.com calendars to standard CalDAV or iCal URLs. Needless to say, this is probably intentional.
Apple has always maintained that closed systems save Joe User from himself, so one shouldn't expect the status quo to change.
Even if Apple opens-up its distributed computing platform, someone would still need to author a Thunderbird add-on that accepts iCloud login credentials in a manner that satisfies Apple's demands, which could be a long time in the coming.
I have had initial success. The URL is funky. You need to run a PHP script that can be found here:
My hunch is that Lightning should be coded differently, so it could retrieve the calendar URLs from the DAV collection, just like this script does.