When “Allow Users to Relate Multiple Contacts to Tasks and Events” is enabled, WhoId cannot be set through Apex.

Once the event is created, create EventRelation record.

EventRelation obj = new EventRelation( EventId = Event Id );
obj.RelationId = Contact/LeadId;
obj.IsParent = true;
obj.IsInvitee = false;
insert obj;

Create multiple EventRelation records to attach multiple Leads/Contacts to the Event.