You need to store the list of events somewhere (at least in memory, or in a XML file). This list needs to be persisted between requests. You add the event to the calendar by adding it to the list and calling DataBind()
The list can be a simple ArrayList of custom objects. You have to assign this list to .DataSource property:
Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
If (Not IsPostBack) Then
DayPilotCalendar1.DataSource = GetMyList()
DayPilotCalendar1.DataBind()
End If
End Sub
You also need to map the custom object properties to the required fields:
DayPilotCalendar1.DataStartField = "Start"
DayPilotCalendar1.DataEndField = "End"
DayPilotCalendar1.DataValueField = "Id"
DayPilotCalendar1.DataTextField = "Name"