The file given in the example could be code in a template in the WP template hierarchy, or it could be a WP custom page template.
https://developer.wordpress.org/themes/template-files-section/page-template-files/page-templates/
It really depends on where you want the front end form to appear. You could place this on in the custom template that would be used for your event archive page, example archive-event.php and then on the page where the list of events is located someone could create a new event.
Or like I said above, it could be on a “Page” dedicated to the form in this case you would create a custom template. The new post would be created by the the form and added to events instead of page. In this case you would also want to see information on the acf/pre_save_post filter for information on how to set the post type of the post being created. http://www.advancedcustomfields.com/resources/acf-pre_save_post/
Hope this helps, if you need more specific answers on the documentation let me know where you’re having difficulty and I’ll try to help.
