In the ASP.NET version the events are loaded from the DataSource property when you call DataBind().
If you set StoreEventsInViewState to true they will be stored temporarily in the ViewState but it is not recommended. However, this is disabled by default.
You can also use dp.events.add() method on the client side to add a new event. In that case, it is stored temporarily on the client side. You can use the API to notify the server about the new event - see more details in the documentation:
http://doc.daypilot.org/scheduler/client-side-event-api/