Literary buffs/Cather fans will usually find helpful volunteers in the Cathedral who are happy to answer questions. Her birthday is December 7, but there's no organized event at the Cathderal.
Besides the Cather connection, there's plenty of other stuff worth seeing at St. Francis. There's a statue of Lamy, as well as a new one of St. Kateri Tekakwitha, "the lily of the Mohawks," a Native American woman canonized by Pope Benedict. As the first Native American to become a saint, Kateri is very popular in New Mexico and other parts of the country with strong Native populations.
Unlike the "mysterious stair" church a few blocks away, this cathedral is still a working church (hence the lack of a giant gift shop), so keep that in mind if you plan to stop by. Be respectful and quiet, and don't try to show up on a Sunday.