Custom archive

We need to display our past events on an archive widget (sidebar). Could you give me some starting help to try to accomplish this?
We are aiming to something similar to the plugin http://ww.wp.xz.cn/plugins/better-archives-widget/ (grouped by year and by month), but for our events.

Thank you in advance,

Alex

http://ww.wp.xz.cn/plugins/event-organiser/