Hey Karrie,
There are the default “category archive” pages which you arrive at if click an Event Category link from a single event page.
So, for example, if you have an event category called “Barbecue”, then you can view all events in that category by going to http://example.com/events/category/barbecue/
This shows past and upcoming events. There is unfortunately no way to change this at this time.
I hope this information helps!
And finally, if you want to add a link to these category archives in your custom menus, you can just create a “Custom Link” and enter the URL directly. Learn more here → https://codex.wordpress.org/Appearance_Menus_Screen#Custom_Links
Cheers,
George