This has the same meaning as in everyday English except that in a legal context it usually refers specifically to the location of a judicial hearing. For example, if a criminal case has a very high media profile in a particular city, the "venue" may change to another city to ensure objective witnesses (i.e. that would not have been spoiled by media speculation on the crime).
VENUE
Meaning of VENUE in English
Duhaime's Law English dictionary. Английский юридический словарь Duhaime . 2012