You are correct that Venus does not have a
moon, but Mars actually has 2 moons, named Phobos
Nobody knows for sure how Earths Moon formed,
but a lot of scientists think that the Earth was
hit by a big object 4.5 billion years ago. The
impact was so big that lots of pieces of the Earth
got thrown out into space. These pieces eventually
became our moon.
The moons of mars are very small when compared
to earths moon. They are believed to be from
passing objects getting trapped by the
gravitational pull of mars.
Saturn's rings are believed to be from a moon
that got ripped apart by the strong gravitational
force of Saturn. If a moon gets within a certain
distance to a large planet this can happen. This
distance is called the Roche limit and it
depends on the sizes of the 2 objects.
These kinds of rings are seen on the larger
planets because they have much stronger gravity
and their Roche limit extends further into space
than the smaller inner planets.