Hi Pete!
Thanks for getting in touch with us. Let me help you with this topic.
The venues is a custom post type so, if you are using our permalinks best practices as it indicates in the following article > https://theeventscalendar.com/knowledgebase/permalinks-best-practices/ a typical venue URL should look like this:
yoursite.com/venue/venue-slug/
If that is not working for you, try flushing the permalinks by going to Settings > Permalinks and clicking the Save Changes button.
Let me know if you have any follow up questions.
Best,
Victor