There are two parts to setting up the Event Webhook: a URL you provide and a SendGrid operation that makes POST requests to that URL. This means you must have a web server configured to accept POST requests at the URL you provide.
This doc assumes you are familiar with HTTP, web servers, and your own data tooling, which will allow you to provide a URL that accepts SendGrid's requests. However, this document lists several options below that may help you test the Event Webhook during setup. These testing tools should be used only to confirm that you have configured the Event webhook correctly during initial setup or when troubleshooting.