I can see you are getting frustrated, we have all been there, hopefully i can help you make sense of things 🙂
Let me list a few points:
1. All our content can be output either as a shortcode, a widget or a Gutenberg block (the new WP editor). So when i say “shortcode/widget/block” it was stating that you can do this in those 3 ways.
2. The “GD > Listings” is the name of the said shortcode/widget/block that you want to use. If you go to the widgets page you will see it named exactly that, and in blocks.
3. The settings inside the shortcode/widget/block determine what is shown, so its in the setting you tell it what you want it to output. You simply select the post type to gd_event and set the view, featured only etc.
I hope those points make it clear, if not just let me know.
Thanks,
Stiofan