I looked up the druge interaction. There is a Moderate Interaction between Venlafaxine and Vicodin (Hydrocodone)
Using HYDROcodone together with venlafaxine may increase side effects such as dizziness, drowsiness, and difficulty concentrating. Some people may also experience some impairment in thinking and judgment. You should avoid or limit the use of alcohol while being treated with these medications. Avoid driving or operating hazardous machinery until you know how the medications affect you. It is important to tell your doctor about all other medications you use, including vitamins and herbs. Do not stop using any medications without first talking to your doctor.
Side Effects (http://www.livestrong.com/article/225678-the-effects-of-hydrocodone-effexor/
No drug can ever cause only one desired effect. Hydrocodone and effexor are no exceptions to this and are known to cause several side effects. Side effects shared by these drugs include drowsiness, dizziness, narrowing of the pupils, dry mouth or throat and constipation, says the U.S. National Library of Medicine. Side effects of hydrocodone that are not caused by effexor include changes in mood, lightheadedness, anxiety, problems in urination and itching. Conversely, side effects caused by effexor but not hydrocodone include diarrhea, gas, stomach pain, heartburn, burping, weight loss, muscle spasms, twitching, hot flashes and excessive sweating.
In a nutshell... like every box comes with a warning label, You would probably be okay... just increased effects of these side effects if you suffer from them to begin with.
I'd still consult with your doctor upon getting a prescription.
Hope this helps!