Can't see Events on Menu Bar

Hello, I am a newbie with WP and CSS.
I’m using the Coraline Theme and I installed The Events Calendar Plugin. I want to be able to have an Events tab on the Menu Bar that works with this calendar.
I tried to follow tutorials and went into Apperance/Menu/Events and clicked on the “add to menu” button, but nothing gets saved. I noticed that when I click the add to menu button, the Events box unchecks itself.

Here is the link to my blog: http://www.explorefitnesssc.com
If someone could help me I would really appreciate it.
Thank you.