Hey Dina,
This is unfortunately not a built-in feature of the plugin, though it is technically possible to create. If you were able to find an API of holidays that you wanted to show up in the calendar, you could hire a developer or piece together code on your own that pulls the events in from this API and adds them automatically to The Events Calendar calendar views.
Sorry if that’s a disappointment! Let us know if you have any other questions or concerns 🙂
Cheers,
George