In the Insight Manager, to the right of the 'Create New Report' button there is a calendar icon to open the Event Manager. 

Clicking this launches the Event Manager (if enabled for your account)

The Event Manager is like a calendar. 

Simply click the date to enter an event.

Enter a short descriptive title, enter a start and optionally an end date. 

Hit Save.

Events will now show up in Insights reports for specific time periods (Months).