Setting a barometer to the right pressure is not the same as calibrating it, but it is the certainly the first step, and might indeed meet many practical needs. In short, we assume that if we set it to be right at one pressure, we hope it is at least nearly right at other pressures.
Also, if the barometer is in the boat, then we know it is roughly at sea level so we do not have to worry about the corrections for elevation above sea level, which is usually a dominating factor. A barometer that is 6 ft above the water is only reading 0.2 mb lower than what it would read floating on the water.
What we need is just an accurate (official) value of the sea level pressure that we can set our own barometer to read, because our own yacht's barometer is also effectively at sea level. This is not true for a ship, were the instrument could be 80 feet above the waterline.
In the past we taught that you can get accurate pressure from various National Data Buoy Center (NDBC) or lighthouse reports, or from airports (METARS). That still works, but those data takes some steps to access and on top of that they are only updated every hour. Thus if we are to use one of them, we have to note the time and the given 3-hr pressure tendency to compute the correction to the official reading.
We now have a much faster and easier solution. I say "now," but this source has actually been available for probably over a year now, I just had not discovered it. We get the pressure data now from exactly the same place that all mariners now have to work with to get tide and current data, namely
Go to that site, click the state you are in, and then on the top right, turn Legends on if needed, and then check Barometric Pressure and signs will pop up at the places were it is known. These data are updated every 6 minutes, which is ideal for this operation.
Then you can either set your barometer to that pressure, or maybe better still, start a note book with the time and date and the correction you observed. As you get more of this table filled in over various pressures, then indeed you are calibrating your barometer. If you just set it, and do not record the correction you do not learn about the pressure dependence of its errors.