Hi Sophia,
Have you installed and activated The Events Calendar first? If not, please do so; you can get The Events Calendar for free anytime here: https://wordpress.org/plugins/the-events-calendar/
If you have done this, and issues persist, then I would recommend trying to see if any errors pop up on your site if you head to your site’s wp-config.php file and change this line of code:
define('WP_DEBUG', false);
to this:
define('WP_DEBUG', true);
That will display PHP errors if any exist, which might be quite useful here. So once you make this change, try activating Events Calendar Pro again — if any PHP errors arise when doing this, can you copy the full text of those error messages and paste them here?
Thank you!
George