1. The easiest way to use the FQDN name like wss.companyname.com is to use host headers within IIS. When you create  a new Web Application on an IIS Website with a host header, SharePoint will use the host header address.

2. I would put all the events  in 1 calendar  list and add a custom column named region with a choice of the different regions. Then when you add an event  you would select which region it belongs to. From there you can create different views for each region by filtering on the region column.

1) For v3 WSS you don’t want to use host headers in IIS directly to do what you’re trying to do. You want to use Alternate Access URLs. I’ve got a better write up coming, but here’s a little information on them and how to use them, www.toddklindt.com/.../Post.aspx?ID=18. Using Alternate Access URLs and Zones will handle what you want to do nicely.

I tried the way you said. But after mapping with alternate
access url, it tried to open the site  with new site url. But the page
didn't open and I got a error message saying "page cannot be
displayed". Also now I couldn't able to open 'central administartion
page'.

To the best of my knowledge the FQDN used in alternate name mappings still has to be listed as a host header in IIS.

For your first question, you'll want to check out Alternate access
mappings on the Operations tab in SharePoint Central Administration.
From there you can add an Internal/External URL. All IIS management of
SharePoint is now done thru the browser, but of course, you will need a
DNS entry some way to route the user to your site.

I believe that your second question  has already been answered.