Adds a link to the venue to the location HTML output. See http://theater.slimndap.com/link-the-event-location-to-the-venue-website/ for the full article.

wpt_event_editor_add_venue_url.php

<?php
/**
 * Adds a new 'Venue URL' field to the event editor.
 * 
 * @param 	array 	$fields	The current fields of the event editor.
 * @return 	array			The new fields of the event editor.
 */
function wpt_event_editor_add_venue_url_field($fields) {
	$new_fields = array();
	foreach($fields as $field) {
		$new_fields[] = $field;
		if ('venue' == $field['id']) {
			$new_fields[] = array(
				'id' => 'venue_url',
				'title' => 'Venue URL',	
				'edit' => array(
					'placeholder' => 'http://',
				),
			);
		}
	}
	return $new_fields;
}
add_filter( 'wpt/event_editor/fields', 'wpt_event_editor_add_venue_url_field');

/**
 * Adds a link to the venue HTML if the venue URL is set.
 * 
 * @param 	string		$html	The current venue HTML.
 * @param 	WPT_Event 	$event	The event.
 * @return 	string				The new venue HTML.
 */
function wpt_event_add_venue_url($html, $event) {
	$venue_url = $event->custom('venue_url');
	if (!empty($venue_url)) {
		$html = '<a href="'.esc_attr($venue_url).'" target="_blank" style="display: block;">'.$html.'</a>';
	}
	return $html;
}
add_filter( 'wpt_event_location_html', 'wpt_event_add_venue_url', 10, 2);