Follow the steps to override the Event's New button with a VF page
1.Create a VF page 'NewEventPage' with the following code
<!-- Add the fields that you need -->
2.Go to Setup -> Customize -> Activities -> Events Buttons and links
3.Edit new button, now the created 'NewEventPage' will be displayed in the 'Override with' options
4.Select the page and save
5.Now if you click 'New' button, the VF page will be displayed.
Adding comment to the answer:
The <apex:detail> is for already created record. You can edit the already existing record in the <apex:detail> tag using inlineEdit attribute. But in you case you want to create a new record, so you should create a VF page with all the fields that you need. If you have a recordtype for event, then its your choice to select the record type or not while overriding 'New' button with an option 'Skip Record Type Selection Page'