Hi Christian,
Thanks for checking out Events Calendar Pro!
I think your best bet would be to create categories for the towns, which would allow you to display them on your town pages (or display a link to a page with the widget/shortcode) with a widget or a shortcode (you can filter by category). You could also create a venue for each town, as venues and organizers in Pro have their own pages which automatically display upcoming events by default. However, this would not be ideal if you want to list the precise venue name and address for each event.
We do offer full refunds within 30 days of purchase, so if you’d like to take Pro for a test run to make sure that it will work the way you need it to, feel free to do so! Please let me know if you have any other questions.
Thanks,
Jennifer