Howdy Michelle,
I would love to help you with this.
I am sorry this was not clear in the email you received. You can download the zip from this website. Click on My Account in the upper right, then Downloads. From there you can download the zip file and install it. It sounds like you are already familiar with installing zip plugin files, but if not this article walks you through it.
You might also be interested in the setup guide for Facebook Events. Once you have installed Facebook Events, here are the steps you go through to use the plugin:
https://theeventscalendar.com/knowledgebase/configuring-facebook-events/
Does that all make sense? Did that work for you?
Cheers!
– Brook