There are events calendar plugins out there which can accomplish this, they all vary in features and useability, so I'd advise you to research to find the best solution for your needs. Whatever you chose though you'd have to edit the sidebar php template file and manually insert the necessary plugin call on a new 'events' tab that you create (again, in the actual html). A simple widget inserted would of course be easier, but wouldn't be in the tabbed area like you want.