Apple removed direct Facebook and Twitter integration on iOS 11, so you're not missing anything.
If you have a Mac (or probably PC), it's not that hard to subscribe to events. Open
https://www.facebook.com/events/ (logged in to your FB account of course). On the right sidebar, scrolling down a bit, is a box that says, "You can add your events to Microsoft Outlook, Google Calendar or Apple Calendar. Once you add them, they'll stay updated". Click one or both of the links below (Upcoming events, Birthdays) and it should either open your Calendar app or at least give you a link that you can subscribe to in your desktop Calendar app.
I think that you can do the same thing on the phone with Safari, but long-press the refresh control in the address bar to expose the "request desktop site" to see the full Facebook.com/events page. The links should then be there (pretty small, but you can pinch to zoom.)
See if that works... (I don't use FB events myself, so I can't tell.)