Help with Date Column/Calendar table

Hi! I am wanting to create a measure calculate the change from last year same quarter. 

None of the fields from my data set are technically a "data" data type. So I'm not sure how i should create the calendar table. I have a close month and close quarter and close year column in my data fields, but it says the close quarter cannot be changed to a date field which is understandable but then I don't know how i can create a relationship in my calendar to be able to do this calculation that I'm trying to do. Do i manually need to enter in dates for my calendar table? And even if i do that then how would i even link the close quarters to get my end result?

thank you for any help, let me know if I can clarify anything!