I'm not even sure whether the ical format supports multiple venues, but I'm pretty sure the easy_icalendar plugin doesn't. It was only designed for our specific requirements (a long time ago), so feel free to bend it to your needs.
To create multiple dates, you would simply create multiple events using a loop inside the calendar tag, as per the example:
{exp:easy_ical:calendar timezone="Pacific/Auckland" name="My Simple Event Calendar"}
{exp:channel:entries channel="events" show_future_entries="yes" show_expired="yes" limit="20"}
{exp:easy_ical:event uid="{entry_id}" start_time="{entry_date}" end_time="{expiration_date}" location="{event_location}" summary="{title}"}
{event_description}
{/exp:easy_ical:event}
{/exp:channel:entries}
{/exp:easy_ical:calendar}