Creating an Events Feed with Sub Pages/Posts for Each Event

when you create a custom post type, and make it hierarchical, it will behave like pages. so you can have sub events the same way you have sub pages.

look at register_post_type function arguments here :
http://codex.wordpress.org/Function_Reference/register_post_type#Arguments

then use wp_list_pages function to list subpages. see :
http://codex.wordpress.org/Function_Reference/wp_list_pages#List_members_of_a_custom_post_type

something like this (not tested) :

<?php
$args = array(
  'title_li'  => '',
  'child_of'  => $post->ID,
  'post_type' => 'event',
  'title_li'  => __('Sub events'),
  'echo'      => 0,
)
$children = wp_list_pages( $args );
if ( $children ) {
?>
  <ul>
    <?php echo $children ?>
  </ul>
<?php } ?>

please, see this topic on the WordPress forum also.

all you need seems to be in the codex. do not hesitate to follow its rules. here you will find nearly all the tools you wish :
http://codex.wordpress.org/Function_Reference/

seb.