Hello Michele,
Thanks for getting in touch with us! You posted some great questions, let me help you with them.
Can the upcoming events widget be filtered by location/venue?
No, that widget can only be filtered by event categories.
There is another widget though, the Events Featured Venue widget which lets you choose which venue’s events you want to list. I believe that would work for you, unless you want ‘live filtering’.
Is there a way to have a calendar that only shows one venue?
If you mean that you only want to show events from one certain venue, then yes. Every venue has it’s own page automatically and can be accessed through a url like this:
http://domain.com/venue/venue-slug/
This will show a list of events, note however that this will not give you a month view. If you would like a month view, then you could use categories for the events, as categories can be shown as month view. Url is something like this:
http://domain.com/events/category/category-slug/
Alternatively you could try some third party plugins like this but not sure if the free version will do that for you.
Let me know if you have further questions.
Cheers,
Andras