If you've set up events directly in the Events Calendar plugin and you want to move them to the RJ Web Builder Calendar plugin, you have two options.
Individual events:
1) Edit the event you want to move.
2) In the right side in the Publish section, look for Post type.
3) Then in the drop down find RJ Event, click on it, hit Ok and Update.
The event has now been moved. But keep in mind, this process only moves over the event name and description. You will still need to set up categories for the new plugin, then set up the date/time and add the event to a category.
Bulk events:
1) Go to the event list in the Events Calendar plugin and put a check mark next to the events you want to move.
2) Then at the top of the list, choose Edit from the drop down and hit Apply.
3) This will open up an edit window and you can go to Post Type, choose RJ Event from the drop down and Update.
4) Again, this will move the event titles and descriptions but you will need to add the rest.