Events are actually mostly for the programmer. Normally, the programmer would ask the animator to stick events into the animation, generally for timing purposes.

For example:
In a running or walking animation, keying an event at the frame where the foot steps on the ground allows the programmer to use that event to determine when to play a footstep sound in-game. (and also maybe spawn effects like splashing water when walking on water, or other fun stuff)

Keying an event at a point where a character throws his punch forward allows the programmer to use that event to tell when to check if there's an enemy at that point in time and deal damage where appropriate, or trigger extra in-game effects like particles and things that's not part of your Spine animation.

Ohhhh, these events... I was expecting beers and cakes. Damn!