Hey @Leonid,
I’m not sure what you mean by ‘listing “names and links” using a shortcode’, but regardless of that, you mention adding “some kind of coding” to include venue information in this shortcode it seems.
We do not offer any support for such custom coding, as noted above, but there is a handy set of functions related to showing Venue data that might be helpful to you. These functions are “template tags” and can thus be found by heading to your The Events Calendar plugin files; then navigate to src/functions/template-tags/venue.php and check out all of the functions there. You can use them as needed – I hope they serve you well! 🙂
Cheers,
George