How can I sync my new iPhone 4S to calendar, contacts, and photos on my MacBook?

Just bought my first iPhone after 2 years as an Android user. My 2008 MacBook would never talk to the Android, but now - they tell me - I can backup my phone onto my computer and share contacts, calendar and photos with the computer.
I've plugged the phone into the computer but the computer's Finder doesn't show it. And the phone indicates it's charging but doesn't show any way to swap data.
I feel like I'm missing something really basic ... but what?

All of this is handled through iTunes. You must have iTunes installed on the comptuer. Also, you will not be able to see any files in Finder, as the iPhone does not give you access to that information. The only time you will ever see anything from the iPhone in Finder is if you have photos in the Camera Roll.
After you download and install iTunes, you would set up syncing your device with specific apps on the computer, to handle calendar, contacts, and photos. You might want to start out by thumbing through the User Guide here: http://manuals.info.apple.com/MANUALS/1000/MA1565/en_US/iphone_user_guide.pdf

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