I am trying to use EF Core code first migrations to de-normalise an existing table.
I have en existing table LoginEvent which data looks like this:
You can execute any SQL using migrationBuilder.Sql(theSqlString).
In your case
migrationBuilder.Sql("INSERT INTO Venue SELECT DISTINCT VenueRef, VenueName FROM LoginEvent");
Run this in the migration after creating the new table Venue and before dropping the old column VenueName.
See also Custom Migrations Operations.