All the Events feature does in iPhoto is arrange your photos by the date they were taken (and allow you to merge them yourself if you know better). Lightroom doesn't have a specific feature it calls "events" but you can achieve the same thing in a number of ways:

1. The simplest way is to import your photos into a date-based folder structure (in the Import dialog, choose Organize: By Date). After importing you can merge multiple days into one simply by dragging and dropping photos in the Library module.

2. Assuming you only shoot a single event in a day, create a Smart Collection including only photos taken on that day. Or if it's a multi-day event, such as a conference, specify a date range in your Smart Collection criteria.

3. If method 2 won't work (e.g. because you shoot multiple events on the same dates), apply an event-specific keyword during import then create a new Smart Collection based on that keyword. Optionally, you can go through and apply the keyword after import too.