Hi guys.
I'd like to ask You a question about modal verbs. I thought 'may' and 'might' are modals expressing probability, but recently I've learnt that 'may not' means the same as 'must not.' it confused me a little.

Thus my question is: How to express, with modal verb, that it is possible that some event will not happen. Can I say: it may/might not happen? Or it is incorrect?

If it is wrong, provide me with a correct version, please.

Kind regards,
Sebastian