Is it possible to make a custom post that adds multiple pages?

One option would be to set up a MultiSite. That way each “subsite” is for one event, and when the subsite is created you can programmatically create each Page needed. It just depends on your exact needs whether or not this would be overkill.

If you need to have all events linked in some way – such as a central calendar – you probably want to set up a Custom Post Type of “event” and make it hierarchical, so you can have each event as a top-level (parent) post, and set the agenda, registration, and venue pages as children. Really the only benefit to having these as a custom post type rather than a page would be to keep them separate from other content types. If you do anything fancy like adding event schema it’s also easier to add this to a CPT than it is to a generic Page.