During the aftershow Oprah asked Venus about the ring on her finger, but Venus refused to say who it was from. Oprah told Venus that there was roomers that she was married and Venus and Serena laughed and said something like "Really? Is he cute?"
So I'm pretty sure she's not married, but I have no doubt she's dating someone. To Venus, it's nobody's business...and I have to say I agree with her.