As of writing this, documentation for the Discord events API is a little lacking and the feature is not yet integrated into Discord.py.
This gist presents a basic class that performs a couple event actions against the Discord API.
To interact with the Discord API you need an async http client, for this gist it'll be aiohttp. You'll need a Discord bot created, and to have a token generated for that bot. Your bot will also need event permissions in the guilds/servers you are trying to create events in.