Is training a calf for showing with treats a good idea?

Yes, certainly! Cows (and calves) are highly food-orientated, and can be trained by using tasty treats to get them to learn to lead or train them for show. However, there can be a limit to doing this. You shouldn't rely solely on treats to train a calf, they should also learn that the way you speak to them (like "good boy!" or "good girl!") or touch them (i.e., scratching them in their favorite spot) can/should also be taken as a reward.