After quite a lot of reading on this forums and googling other places, I found my way through the mire. It's all fairly easy when you know how of course, but I thought I'd add a few notes here to help others who may be as confused as I was.
I have a new Galaxy S3 bought in Australia (GT-19305). I don't know how different this is from anyone else's.
First I found my way to the Samsung support site to download the user manual (which I haven't looked at yet!) and the Kies software, here:
GT-I9305 - DOWNLOADS | Support Samsung
I ran into some difficulties as it seemed to take forever downloading, getting stuck on repetitive "Hotfix" loops, etc., but after a bit more googling I found that unplugging my phone (and then plugging it in later) seemed to make a difference. It was nevertheless a very slow download and when it eventually completed, it told me that there were some more updates to download, which I did.
(Btw I also along the way got some advice about needing the latest version of Java and Dotnet.)
Finally I got the Kies application up and running, the phone plugged in to the computer and recognised by Kies, but at that stage my fuzzy brain and bleary eyes didn't spot the "Sync" tab at the top until after resorting to the Kies help, via the table of contents.
Once I clicked on the Sync button it was all fairly straightforward. In my case I only wanted to sync the Calendar, not Contacts (which was the default selection I think), and once you click in the selection it shows you more options about which "Schedules" you want to sync and it also allows date selection (just in case you have no need for your last 5 years of appointments to be copied into your phone).
I hope this helps someone reduce the amount of time I took to get through this process!
Music will have to wait for another day... But it looks fairly straightforward too.
Just one question on a related topic, if anyone knows the answer. In the process of my footling around with all of this, I managed to create a second calendar on my phone (which I called Outlook). As the calendar seems to have synced into "My calendar", I have unticked my extra one but I can't see a way to delete it, even when I go in to edit it.
p.s. I found another thread "We can now sync Outlook and Android without a 3rd party app... etc." but a lot of this seemed to be about setting up a Hotmail account and I couldn't easily extract the info I needed. My Outlook already has 3 email accounts connected to it, none of which is Hotmail or Gmail. I only use Gmail for junk mail and have never used its calendar or contacts as a basis for daily use. (It does rather seem as if all things Android seem to be pushing us in that direction though.)