Hi Irina.
You are correct that recurring events cannot be created via CSV import. However, if you import the initial occurrence as a single event, you can later go into that event to edit it to become a recurrring event, which will generate all the other events in the recurrence series.
Regarding your second question, please note we like to only answer one question per forum thread to make sure it stays on topic and so each question gets fully answered.
It sounds like you might be interested in Filter Bar‘s functionality — where you can choose amongst the Venues. See it in action at our demo site: http://wpshindig.com/events/
Please let me know if you have any follow-up questions.