In addition to Aaron's answer, is there a specific page that is going to list the events on the front end? I'm assuming you're probably outputting the events list (for example) via that channel's index page now?
What's nice about Craft is there's lots of way to skin the cat here. It also does some things that aren't necessarily intuitive, like in this case: there's not really a great way to handle the content of the "index" directly or link to it without a couple workarounds.
Linking to a specific section is a little too far removed for my taste but on certain sites with a ton of different sections, I can see where it might be a necessary evil to keep things sane.
Depending on the complexity of the site, I've found creating a master Pages
structure that can also double as the navigation to be an option. Authors can see a bird's eye view of their content in Craft's nice tree view. If the top level section happens to be another Channel or Structure, for example, then you can bring it in via your templates.
Doing it that way also gives the benefit of being able to put in introductory text for that section. For example, a Careers page might want to have details about the company before you bring in the jobs; or your Events page might want to mention something about requiring registration, etc. That makes your Twig logic a bit more complex or tie up an Entry Type depending on what you're doing but it can be manageable. This question goes into more detail about this.
Some people have also used Singles
in this way. I find Singles not that useful but again YYMV.
(It would be great to be able to have a Single's functionality—a one-off field layout—in a Structure without having to resort to having to create another entry type that a user can change—but that would be a feature suggestion.)