The Event Web Part does not have a list. You could add events to the web part and all the users have access the page will be able to see the events.
If you want to know how to add events, you could get it here: Add an event
Rubbish - read the doc you linked to:
"Events list: If there is more than one events list on the site, you can select the one you want.
The Events web part creates an empty Events list for you, with the default settings of a Calendar list."
Which is correct? You or the documentation you linked to?