Task and Event objects are part of Activity. Activity is available in Object Manager to add fields for Task and Event objects. You cannot create fields directly in Task and Event object. You have to create in Activity.
When you navigate to Task or Event fields in Setup, you may notice that there is not a New button to create new fields for that object. Instead, custom fields for Tasks and Events are created at the Activity level.
Since Events and Tasks are both part of the Activities object, you will need to create your custom fields at the Activities level. Check the following article for detailed steps and instructions.
Video for reference – https://www.youtube.com/watch?v=oZHzW-L5Zkw