The calzone is like a "turnover" made from pizza dough and stuffed with a variety of ingredients include cheese, meats, and vegetables. The calzone comes from Naples, Italy, the home of "pizza".
If you don't want to take the time to make your own dough you can substitute whole, frozen, unrisen dinner rolls, thawed, then rolled out. You can alternately use frozen bread loaves. (As recommended by Ree Drummond).