We're looking at an enhancement to manage multiple day events better than it does now. For now, here is a work-around for this. 

On the first day of the event, create the event and save it.

Next, go back and edit that event you just created and use the copy event button. Then check off the days you want it to appear on.

If you want different information in the details of each day, you'd need to edit the event and change the details for each day.

You are basically doing a recurring event that happens over several days in a row.