In your control panel nav bar, click Admin > Channel Administration > Channel Fields. You should see a list of "field groups". Likely one of them is called Events. Click on it, and you should be led to a list of existing fields in the Events channel. There should be a button on the upper right that says "Create a New Channel Field". Click that and you'll be taken to a form.
For Field Type you'll probably want to leave it as Text Input. Field label is what the end user will see on the publish form (ex. Event URL). Short name is what you'll use inside your templates to echo the url (ex. event_url). You can most likely leave all the other settings to their default values.
After you've created your field, you can now go to create a new entry in the Events channel, and you should see your new field in that form.
The next step is to edit your template. Go to Design > Templates > Template Manager. This will show you a list of all the templates on your site. You'll have to find your events template in this list (try searching for events). In this template you'l find your HTML and your "template tags". This is where you'd add your custom field for "echoing". Surround your custom field short name with one curly brace:
<p><a href="{event_url}">LINK TO EVENT</a></p>
I hope this gets you on the right track.