Hi,
Thanks for using our plugins. I can help out here.
First you should backup your site just in case anything happens, however, the update process itself does not change or delete events or settings.
We have this guide for manually updating the plugins:
Manual Updates
Installing a WordPress Plugin
I would upgrade Filter Bar, Pro and Community Events first and then do The Events Calendar.
You can also do automatic updates if you have the license key registered to your site.
You can do that following this guide:
Finding and Inputting Your License Key
Let me know how that works out.
Thanks