The settings are in the 'Tools/OSCCAL' menu of the Pickit2 software, not in XC8 or MPLABX.
The danger you face is due to the value being stored in the main program memory. The way calibration works is the very last address in the program memory contains the instruction "movlw xx" where xx is the OSCCAL value. The reset vector is hard coded to point to that address. When the PIC resets (or powers up) it goes to the reset vector and executes that instruction, leaving the calibration value in the W register. Because it is the final address, as the program counter increments, it rolls over to address 0x000 where you normally start your own code from. So by the time you have reached the start of your own program, the calibration value is already in the W register, it's up to you whether you then load it into the OSCCAL register (movwf OSCCAL) or not. Bear in mind it only calibrates the internal oscillator but that PIC has options to use external clock sources as well, in some instances, for example if a quartz crystal was used, it may be more beneficial to ignore the calibration instructions and use the addresses for something else.
However, there is a danger that if you overwrite the final address with your own program code, the instruction to load W and the calibration value are lost. That is something you have to ensure can't happen in the program you write in XC8. It is probably quite rare, but not impossible that your program uses right up to and including the final word of memory.
Brian.