Howdy Shelby,
The previous month link does not appear when there are no previous events. If your site has no events older than the current month, no link appears. If you wish to alter this behavior checkout this article: https://theeventscalendar.com/knowledgebase/add-nextprevious-links/
If you need further assistance, would you mind logging in before responding so I can verify your support access? Or, if you don’t have/want a license (which includes a year of support) you should checkout the volunteer community on WordPress.org: The Events Calendar. It’s not the same level of support, but it’s free! We even check those forums once each week and help to the extent we can.
Cheers!
– Brook