This is an accepted solution.
Sophia here from Shopify. Welcome to the Shopify Community! I'm happy to help you out with getting the 'Filter by' menu to show up in the Venture theme.
Venture allows you to use the 'Sort by' menu and/or 'Filter by' menu on Collection pages. The 'Filter by' menu is available when you add tags to the products in a collection. Once tags have been added to use as filters, you can make sure that tag filtering is enabled in the Venture theme under Online Store > Themes > Customize > Collection pages > Collection. Here's an example of what that looks like in the Venture theme on my test store:
I hope this helps! Let me know if you have any questions.