Zach:
Hi. You can add an event by clicking on the "Add Events" option from the drop down menu for the calendar that you've created. This drop down menu is typically located in the upper left corner of the calendar container or any container for that matter. There's an official name for this drop down menu, but it escapes me at the moment.
If you don't have a drop down menu in the upper left corner of your Calendar Container (or any other containers) you may have disabled this option. I believe you can turn this menu on and off with the "Visibility" setting for the page, but I'm not 100% sure. If you don't have the drop down menu and you can't figure out how to enable it, post back here.
If you do have the drop down menu, but the "Add Events" option isn't there, you probably aren't logged in or haven't assigned yourself permissions to update the calendar. You can check your security settings by going into the Module Settings for the Calendar and assigning "Edit Module" rights to your role.
I hope this helps.
Van