Hey Krystyna,
Nice to see you again — happy Friday!
I personally would suggest allowing your Venue and Organizer pages to be indexed and optimized. Those pages also display events and–since all the content is relevant and properly linked–it can only do good for increasing the visibility of your events.
I’m not exactly an expert on using the Yoast SEO plugin, but I can say that, as you use the configuration wizard, you cab allow Events. Venues and Organizers to all be visible in that process:
Each one is a custom post type and making them “Visible” will instruct Yoast SEO to make those indexable by search crawlers.
Does this help answer your question? Please let me know. 🙂
Cheers!
Geoff