Hey Jonathan,
Thanks for reaching out.
There’s no option at this time for The Events Calendar specifically at this time — this is something we hope to improve in the future, and make specific importing/exporting from The Events Calendar calendars much simpler.
For now, though, The Events Calendar generates ICS export feeds. So you should use the “ICS” import type.
For the ICS export/import of The Events Calendar calendars, simply add ?ical=1 to the end of a calendar URL generated by The Events Calendar. So for example, if your Events Calendar lived at example.com/events, you could set up an Event Aggregator import by using the ICS URL http://example.com/events/?ical=1
As for the ttps://www.lambeth.gov.uk/events URL you provided, this is NOT using The Events Calendar. So unfortunately, I do not know what the specific ICS feed URL would be here, or if there even is an ICS feed provided by this site. The best case scenario is to ask the folks who run that site directly; if you run that site, and are using a specific calendar plugin other than The Events Calendar to make that /events/ page, then your best bet is to ask the creators of that plugin where their plugin generates the feed.
I hope this information helps!
George