As stated by Martin Smith using a check constraint with a UDF has some problems and might have a negative impact on performance, but if you want to try it anyway this code should work:
CREATE FUNCTION dbo.CheckVenueCapacity (@venue_id int, @capacity int)
RETURNS int
AS
BEGIN
DECLARE @retval int
SELECT @retval = CASE WHEN venue_max_capacity >= @capacity THEN 0 ELSE 1 END
FROM venues
WHERE venue_id = @venue_id
RETURN @retval
END;
GO
ALTER TABLE events
ADD CONSTRAINT chkVenueCapacity
CHECK (dbo.CheckVenueCapacity(event_venue_id, event_expected_attendance) = 0);