Hi Carlos!
Welcome to the forums!
Events Calendar Pro does include a Mini-Calendar Widget, the placement on the page (left or right) would depend on the theme itself. Filters for the widget are in the admin area and are selectable by the site owner. The filters themselves are not visible on the Front-end of the site.
Most of our templates are customizable by copying the template into your theme directory and making changes. This guide explains the process in more detail. https://theeventscalendar.com/knowledgebase/themers-guide/
I hope this helps, if you have any other questions or need clarification please let me know!
Cheers,
Trisha