So, uhh, just to piece everything together:
"Master Xehanort" stole Ven's heart for whatever reason, betraying Terra who seems to have some sort of apprenticeship relationship with "Master Xehanort", this is shown by Terra confronting Xehanort saying "What have you done with his heart!?"
Xehanort in some way, place Ven's heart inside of Sora's, and when Sora opens up his heart with Riku/Xehanort's Heart Unlocker Keyblade at Hollow Bastion, his "Nobody" Roxas is created
However, Roxas is not simply "Sora's Nobody", Roxas is "the other side of Sora's heart". When he was created he took the form of his former self Ven, and inherited Ven and Sora's keyblade wielding abilities, making Roxas a Nobody with human-like qualities, a Nobody with a Heart of his own