Now that I import a lot of photos, I want to know if it's possible during import to define an event or something, like the iPhoto way.
You could simulate the same effect as iPhoto with some clever keywording on import, and a date search/filter. Lightroom supports some very rich filtering capabilities that combine the EXIF and ITPC metadata, as well as any keywords you may have added to your photos. You can easily add keywords to all photos imported at time of import (on the right-hand side, look for and expand the keywords section). When importing events, just add a keyword called 'event', and any additional keywords that describe the entire set of photos you are importing (such as an event type, but not the event name...there are better places to put more specific details like that). By defaylt, your import will show up in the Previous Import section in the library, but the next import will override that, and you'll have to search to find that set of photos again. Before doing any additional imports, work through your collection and add more metadata. Specifically, title, caption and location.
Once imported, go to the library, and near the top of the photo grid is a bar labeled "Library Filter". Click "Metadata", and and an expanded view will display. It should have a set of default filters, such as Date, Camera, Lens, and Label. You can add additional columns, and you'll want to add Keyword for sure. You can select one or more items from each column by holding the CONTROL (or on Mac, probably the OPTION) key, and clicking each item you wish to filter by. In keywords, select the 'event' tag, and possibly any tags that specify the type of event (i.e. "Air Show"). Select the date(s) that the event took place on. Your library should filter a second or two after you start selecting.
If you wish to filter beyond just the level of date and keywords, you can make use of the previous metadata additions. You can click the "Text" link in the Library Filter bar to add a text search (in addition to the metadata search). You can search by title, caption, or any metadata (like location) to further filter your results.
Ad-hoc searches are useful for quickly finding arbitrary results. If you wish to create a specific, long-term grouping of your events, you can use smart collections. Smart collections are essentially saved searches, and they are just as capable as the search described above (more capable in some cases.) Just create a smart collection with the same search criteria, and you can find your event in a single click.
All the Events feature does in iPhoto is arrange your photos by the date they were taken (and allow you to merge them yourself if you know better). Lightroom doesn't have a specific feature it calls "events" but you can achieve the same thing in a number of ways: