Venjan was a parish in Kopparberg län but when you say "from", do you mean his wife was born in Venjan or just lived in Venjan at some point? When was she born?
Venjan is not at all close to the King's Palace. It is on the other side of Sweden.
We generally need parish names, full given names, and specific dates to pinpoint the location of people in Swedish records. Names are usually not enough, unless they are very rare, and none of these names are that rare.
I can't find Johan August Wetterström/Vetterström or his wife in the 1890 Swedish Census CD. Did they emigrate? So far, I haven't found any of these people based on the information you provided. (I've also looked in the 1880 Swedish Census but that one is not completely transcribed at this point.) I assume they must have had children, since you are descended from them. Perhaps the children would be easier to find in Sweden, if you have specific names, birthdates and locations of birth.
Petersson is a patronymic name and not a surname. A person always had a patronymic (whether used or not) but only some people added a surname.