Ventus is the speedy character and he has rather low defense so you need to balance him with fast moves and long range. Unlike Terra and Aqua, Ventus is the most balanced in terms of proficiency with physical and magical skills so its better to keep that up and give him a mix of magic and physical abilities.

Ventus' unique skills include:

Wind Raid ***
Spark Raid ***
Treasure Raid *
Ars Arcanum *****
Tornado ****
Salvation ****
Faith *****

I also highly recommend getting a move called Time Splicer as it is one of the best physical skills for Ven and Aqua (Terra can't learn it) its made by melding Blitz (you'll pick it up from a chest eventually if you don't make one by accident) and Stopga. Wind and Spark Raid are great for medium range combat cause Wind hits an enemy multiple times while spark can hit groups. Treasure Raid is useless cause you can get Finish Commands that do the same thing. Tornado may not seem all that great but it does fairly good damage and is essential for beating one of the games optional super bosses (This move actually makes Ven have the easiest time of the three). Salvation and Faith are similar, they both do major Holy damage in an area around Ven and actually heal him at the same time. I prefer Faith cause Salvation has a bit of charge up time which allows him to be knocked out of the ability. Ars Arcanum is an incredibly good melee option for Ven and is made by melding high level abilites with Sonic Blade.

Ven also gets one of his nastier Command Styles in the Mirage Arena. You have to do the battle with the Iron Imprisoner II to get it (its like the third or fourth battle available but its before the rematch round with the Trinity Armor) this gives you Sky Climber which is Ven's second best command style. He learns his best style, Wing Blade, at the start of the Deep Space world. I don't really care for Cyclone but its better than nothing I guess.

Overall, you should mostly be using Ven's Dodge Roll, Reversal, and their Payback moves to cause extra damage. Ven gets terrible unique shotlocks except his Ultimate one which is pretty insanely broken but that requires you complete Master of Arenas match which is no easy feat. I recommend trying to get the Lightning Ray shotlock for now which can be gained by a rare medling of Thunder and Thundara (just keep melding until it does a rare meld and gives you the skill instead of Thundaga) or you can get from one of the game boards, which was either Deep Space or Skull Map I forget which I'm afraid.

Ven actually has the easiest time of the three cause later on Terra's lackluster movement abilites along with his rather low defense cause him trouble and Aqua's strength becomes her weakness cause a lot of her final bosses can dodge magic rather easily. Ven is surprisingly more adapt than they are even if he has issue dealing damage. I recommend you keep him with Keyblades that boast high crit rates cause Ven's strength is low so trying to supplement it with a physically stronger Keyblade doesn't help him as much as giving him one that makes a majority of his strikes critical hits. His final Keyblade is great but if you can, I would suggest tracking down all the Ice Cream recipes so you can unlock the Sweet Stack Keyblade cause it has great stats and makes most of your attacks into crtitical hits. Its Ven's best weapon before you get the harder to achieve Void Gear, No Name, and Ultima Weapon.