The Young Gers’ group will mirror the men’s first-team as they come up against Ajax, Napoli and Liverpool in the coming weeks.
Speaking to RangersTV as the squad arrived in Amsterdam, McCallum said: “It is a competition that we are delighted to be a part of, it is huge for the lads that are going to be participating in these six games.
“We need to be brave, we need to be courageous and we need to recognise that there might be moments where we might not have time on the ball.
"I think that is the difference when you come up against this level of team where it is a like-for-like in terms of the age but they have a lot of experience of playing against top opposition.
“It will probably be one of those games where the possession won't be slanted towards us but it is something we need to manage and not be too concerned about not having the ball and make sure we are difficult to play against and carry a threat.”
McCallum hopes the squad, which includes a number of under-18 players, can use their different experiences from domestic and international football to benefit them in the competition.
He continued: “Throughout the squad there are a number of players who have different experiences, many have international experience along with different stages of their journey so each in their own way will bring their strengths to the game.
“They have got the six games as a guarantee, but it is six games that we want to go and perform in and do well.
"We'll always talk about development because that has been our key focus but be assured when the game starts the players themselves will be looking to perform well and pick up points along the way.
“We have helped them understand what the game might look like from an Ajax perspective bit it is about turning it into what we want it to look like within that game, where we see opportunities to go and be successful in what we do but also recognising moments where we can carry some threat because they are a good team and we know that.”
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