This may help

from unittest import TestCase

import requests
import requests_mock


class TestHTTPRequest(TestCase):
    def test_context_manager(self):
        with requests_mock.Mocker() as mock_request:
            mock_request.get("http://123-fake-api.com", text="Hello!")
            response = requests.get("http://123-fake-api.com")

        assert response.text == "Hello!"

In your case you need to mock the hubspot.Client object and then mock the appropriate methods that are being called. Your function doesn't make sense just printing when there is an error, you should just let the error propagate up to the caller wherever that is coming from. I slightly modified your function to error out in order to show that and how to test both scenarios.

# src/get_events.py

from hubspot import Client
from hubspot.events.exceptions import ApiException

def get_clicked_events():
    client = Client.create(api_key="YOUR_HUBSPOT_API_KEY")

    try:
        api_response = client.events.get_page(limit=100, event_type="clicked")
    except ApiException:
        raise

    return api_response

from unittest.mock import patch

import pytest

from hubspot import Client
from hubspot.events.exceptions import ApiException

from src.get_events import get_clicked_events


def test_get_clicked_events_success():
    with patch("src.get_events.Client", spec=Client) as mock_client:
        mock_client.configure_mock(
            **{
                "create.return_value": mock_client,
                "events.get_page.return_value": "fizz"
            }
        )

        events = get_clicked_events()
        assert events == "fizz"


def test_get_clicked_events_fail():
    err_msg = "Failed to get events!"

    with patch("src.get_events.Client", spec=Client) as mock_client:
        mock_client.configure_mock(
            **{
                "create.return_value": mock_client,
                "events.get_page.side_effect": ApiException(err_msg)
            }
        )

        with pytest.raises(ApiException) as err:
            get_clicked_events()
            assert err_msg == err.value

Then when running from the root of the repository you can see both tests pass.

platform darwin -- Python 3.8.9, pytest-7.0.1, pluggy-1.0.0
cachedir: .pytest_cache
rootdir: ***
plugins: mock-3.7.0
collected 2 items                                                                                                                                   

tests/test_script.py::test_get_clicked_events_success PASSED                                                                                  [ 50%]
tests/test_script.py::test_get_clicked_events_fail PASSED                                                                                     [100%]

=========================================================== 2 passed============================================================