pixel_player773282691 Technically there's two types of "finished". The official event / competition phase ends (most recently at 12:00 UTC on Monday). At that point no new jobs are generated but the event factory, event map, and whatever remaining jobs you had on the list remain. You have a "grace period" (one or two days, depending) during which you can still gather materials, make stuff in the factory, and complete any remaining jobs. During that period you will still have all your old event materials and products and you can delete them if you care to or need to make space in your warehouse.
Finally the entire event really finishes (most recently at 12:00 UTC on Wednesday, i.e., today) and at that point all the event stuff will disappear all by itself as @SlankaPixel said.
