JCal Pro® 2 required that the timezone be set in the Environment Settings, in JCal Pro® 3 this is no longer required.
It is however still important that the Joomla Global timezone is set correctly. This will be a guest's timezone as well as the default timezone used when creating new events.
In the administrative backend of your Joomla web site, select Site > Global Configuration from the main menu. On the Server tab, locate the timezone settings.