The quickest way to get started is to use the 'add sample data' link on top of events list right after a clean install of the component.
Here is however the manual way to get you first event displayed on the frontend.
1. create a new form in redform, with at least a username and email field
2. create a category
3. create a venue (location)
4. create an event, using created category and venue.
- put a title
- select the category
- write something in the description
- in session tab, enter the venue, and optionaly a date
5. create a menu item of the type 'simple list'
6. visit the created link in frontend