Where you can find it: go to Project settings => Change working week, then add an exception as a Day off. There you can add a name of the holiday/day off, select a date, set it as recurring, choose whether it should repeat indefinitely or until a specific date.

Also, if you need a non-standard working schedule instead of a full day off, you can add the Custom days. For instance, 4 hours instead of 8. GanttPRO takes these calendar settings into account when scheduling tasks, and full non-working days are shown in gray in the Calendar view.

All customized calendars can be saved at templates as well!