The month links to the left of the map allow you to filter by month. Clicking on "June" for example will show only the events that take place in June. The month you selected will show up in the tray directly below the map. Clicking on "June" in the tray will remove the filter.
The tag links to the right of the map allow you to filter by tag. Tags are just a way for users to categorize data in a way that is personally meaningful. An event can have multiple tags. For instance a Cobrinha seminar might be tagged with "seminar" and "bjj". When you filter by tag the tag will show up in the tray below the map. Clicking on the tag in the tray will remove the filter. You can filter on multiple tags.