Hi Rudy,
Thanks for the Interest in the Events Calendar Pro.
I can help you out here. We do have Event Categories built in with their own views. So for example if you have a category conventions and sub category of barbecue call concert you have urls that look like this:
http://www.gocorptech.com/events/category/barbecue/concert/
http://www.gocorptech.com/events/category/convention/
Each of those pages shows the different calendar views (month, list, day, week, etc), but just for those categories.
That is built in with no setup, just need to create your categories.
The events slug in those able to be changed, but the category cannot be changed.
You can see the Category System in the Free Version of the Plugin as well, which is the core plugin for Pro.
Does that answer your questions? Let me know if you have any follow ups?
Thanks