“No Items” After Events Calendar Configuration

Greetings:
I am attempting to use the Events Calendar plugin. I have been able to activate and configure it. In my admin area, I’m able to see Events on the sidebar. I would like to now add the main event page to the WP menu via Appearances. I’ve chosen to add it to my primary menu. Under both Events and Event Category, both are listed as “no item.”

I checked both the getting started doc and video, but I don’t see where I’m missing something and I know that I’m close. If I can get some guidance to get back on track, I’d appreciate it.

Thank you!