Hi Sarah,
I’d like to better understand the problem you’re having. Did you set the Events URL slug to ‘events’ or the Single Event URL slug?
If you can’t find these fields under Events –> Settings, it’s likely because you don’t have a pretty permalink structure enabled and WordPress is using the default URL structure. To set up pretty permalinks, just navigate to Settings –> Permalinks and select something other than the Default choice. Then the slug fields should appear under Events –> Settings.
The full calendar link you mentioned uses the Events URL slug, so if you’ve set that to be ‘events’ your calendar is at events/category/full-calendar.
When I tried the link in your comment I got the 404 error too, but with the added s to match your slug I was able to access the calendar: http://www.kuc.org/events/category/full-calendar/
Is that what you were looking for? Let me know if that works and if there’s anything else I can help you with.