Hi,
I can help you get pointed in the right direction here.
The link to your Events Calendar is going to look like this:
http://yoursiteurl.com/events/
So you only need to add the link and not a shortcode, which is much easier! (And there is no Events Calendar Shortcode) 🙂
I looked at the link you sent and went to the Theme Forest Page, but could not find any documentation on how to add a link there.
They do have a Support Forum that maybe able to help out better then we can on this @
http://fuelthemes.ticksy.com/
You might be able to use a hook in the theme to add the link in or edit it from a Child Theme.
I hope that is information for you to bring to them to get it changed how you would like.
Let us know if you would like anything else.
Thanks