Hi, larathomason. This is a great question.
First, you’ll need to install and activate the Events Calendar PRO plugin for the Downloads area of this site: https://theeventscalendar.com/my-account/downloads/
Once you’ve got it running on your site, if you select Events in the left sidebar of the Admin screens, you’ll see the Settings menu: http://d.pr/i/ya5M
Then, you should see a tab toward the right which reads “Licenses”: http://d.pr/i/QP3B
That tab only appears after you’ve already installed on of our add-ons, so I’m guessing that’s where the confusion is happening.
Let me know if that works! 🙂