On the Dock, click on the Preferences icon (at the bottom) and then Calendar settings.
There you can see “Set alarm for new events”, where you can choose between ON/OFF. ON means that all new events will have this alarm as the default. Off means that no alarm will be set as the default.
If you choose ON you can set how far in advance you want to be warned. Just choose how many minutes, hours, days or weeks and then click “Done”.