The calyx refers to the sepals of a flower taken as a whole. With the corolla (the petals taken as a whole), the calyx is part of the outer whorls of the flower.
Image Above: The corolla and calyx.
Definition adapted from URL: http://en.wikipedia.org/wiki/Calyx_(botany)
Image from URL: http://botany.csdl.tamu.edu/FLORA/tfplab/primder.htm