Add filter button to custom post type in admin area

If you mean the usual months dropdown, then most likely the plugin might be disabling it via the following filter:

/**
 * Filters whether to remove the 'Months' drop-down from the post list table.
 *
 * @since 4.2.0
 *
 * @param bool   $disable   Whether to disable the drop-down. Default false.
 * @param string $post_type The post type.
 */

 if ( apply_filters( 'disable_months_dropdown', false, $post_type ) ) {
     return;
 }

You could try to override it with:

add_filter( 'disable_months_dropdown', function( $disable, $post_type )
{
    return 'event' === $post_type ? true :$disable;
}, 999, 2 );

where you might need to adjust the post type slug and priority to your needs.