"Special Events" just means the alerts. These spawn with a warning sign on the minimap, and they appear in areas that are public. There's a variety of different objectives so I can't say much about completing them. Most can be done solo, but you shouldn't have any problems finding people that are doing them.
Basically while you're doing the story do the alerts you see and you'll likely have it done by the time you finish the story. Remember it has to be different ones, so don't try farming the same one!