Khalar vezhven

The Khalar vezhven is a great gathering of all the Dothraki khalasars at their capital (and only) city, Vaes Dothrak in the Dothraki Sea.

The assembled Khals discuss and decide which lands to raid and which tribes to enslave. It is unclear how frequently each gathering occurs.

In the books
In the A Song of Ice and Fire novels, the specific khalar vezhven seen in the TV series has not yet occurred, because Daenerys is only captured by the Dothraki in the last chapter of the most recent novel (corresponding to the Season 5 finale).

The overall custom of an assembly called a khalar vezhven has actually not been described in the novels - yet.

The prior novels did vaguely mention that Vaes Dothrak is large enough to hold all of the Dothraki khalasars when they periodically all return to the city, apparently for different cultural gatherings or religious ceremonies, etc.