Hi Shivani,
Thanks for getting in touch! This type of multi-calendar display is absolutely possible and can be achieved with either The Events Calendar or Events Calendar PRO, depending on your preferences! For a simple way to display your events on separate calendar pages, event categories are supported by both versions of The Events Calendar, and categories each have their own separate calendar view. By assigning events at different locations to different event categories, you can then link to those category listings to display their separate calendars. You can see an example of a category calendar view on our WP Shindig demo site here!
If you’d prefer to embed your calendar views into existing WordPress pages or need more fine-grained control over your calendar’s output, you might consider the full calendar shortcode functionality that’s available in Events Calendar PRO. Our Knowledgebase article here goes into more detail on the shortcode and how it can be used to create custom calendars and embed them on posts or pages of your choosing.
I hope that helps to get you started here! Thanks so much for your interest, and let me know if you should have any other questions!