Events are a gameplay mechanism that allows the player to acquire additional Currency, Soulstones, and other Items/Equipment. Think of them as limited time quests. The list of Events cycles every 24 hours at 5:00 am server time.
Most events have multiple goals associated with them. While the majority of those goals can be accomplished through normal play (i.e. without spending cash on Diamonds), it is also true that those who do buy Diamonds will find they are able to reach levels of the event goals which are not possible otherwise.
During holidays and other special occasions (for example a new major update), the Events often offer rare / limited rewards which you cannot acquire in another fashion. This is what the game means when you see Soulstones for Heroes or Angels listed as "Soulstone drops in a special way" or "Only available through special events".