Login to your WordPress dashboard (WP-admin) and go to Events –> Templates. Then look for the Events List Pages section and then Event Slug. Change events to your new slug (e.g. workshops, courses, classes, etc) and save changes by clicking on the save button.
Then immediately go to Settings –> Permalinks to refresh your permalink on your WordPress site. This step is important.
For more information about re-declaring/changing a plugin’s Custom Post Type slug, please check this post on the WordPress Stack Exchange website: http://wordpress.stackexchange.com/questions/41988/redeclare-change-slug-of-a-plugins-custom-post-type
Want to change the custom post type slug for venues? See this tutorial
Want to change the custom post type slug for people (People add-on)? See this tutorial