Why isn't my custom data set that is designated for Events available to profiles?
CiviCRM only offers fields in profiles for types of records where CiviCRM COLLECTS information. CiviCMR doesn't collect information on the event (at least not currently) only on a particular contact's 'participation' in the event. Custom fields for an event should automatically show up on the Event Info page if it exists. You can create custom data groups for participants who register for events, not the event itself.