In the Device Manager, I selected a device then click Properties -> Events -> View All Events...
There is a pop up saying

When I go to MMC, I don't really seeing any new Snap-In added to the list.

When I go to Event Viewer, I saw some Custom Views.

What exactly Windows was adding when the dialog box appear? Is it only the new Custom Views? If yes, how can I know where are those Custom View is stored in the Windows location? How to remove it?
Thanks.
https://www.microsoftpressstore.com/articles/article.aspx?p=2467489&seqNum=2
What exactly Windows was adding when the dialog box appear? Is it only the new Custom Views? If yes, how can I know where are those Custom View is stored in the Windows location? How to remove it?
Good questions!
Event viewers are the MMC Snap-Ins and there is nothing added, just the custom views. The custom views are not stored as a file and you will not find them in the Windows location and they are just shortcuts inside Event viewers so that you can lookup the updated logs via MMC Snap-Ins and you can right click the custom view and select Delete to remove it.