I can see special dates being shown next to the calendar when you click on the clock in the system tray.

When I add an event in the calendar I don't see it with the special dates.

How do I do this?

right click clock -> digital clock settings -> calendar -> display events

there was a bug posted that this stopped working in 4.6 but was fixed in in 4.7, not sure if it was backported https://bugs.kde.org/show_bug.cgi?id=258125

note: in your posts you should include version of KDE used