I m not familiar with this module in terms of its location within your file structure but I can show you how to update the module.css file which has the styles for your events module that comes with DNN.  Im sure this will answer your question.

Assuming we wanted to change the color of the links that are on the DNN events module calendar.  You will simply follow this path in your file manager:

domain.com\wwwroot\DesktopModules\Events\module.css

You will find this area of the style sheet and I can bet you that the BLUE in your events module is in a similar area to ".EventSelectedDay"  Change the are where the BLUE is and this will take care of the problem.

/* Note use of "!important" to override Inline Style */
.EventSelectedDay
{
 font-weight: bold;
 color: #0000ff !important;
 background-color: darkgray;
}

.EventSelectedDay a,
.EventSelectedDay a:visited,
.EventSelectedDay a:hover
{
 color: BLUE !important;
 font-weight: bold;
}

.EventSelector
{
 background-color: #c0c0e0;
}

Hope this helps

-Mark Wilson