Select option show all events

Exactly where? On the Events page on the front end or in the admin area on the back end…

On the events page on the front.

can I know where is this? eg. in the frontend event listing page

Yes on the frontend listing page gototheflow.nl

here’s a tutorial which can help you with this – https://wp-events-plugin.com/tutorials/adding-custom-event-search-form-fields/

Thanks!