Hello Nicole.
I donot take Effexor, but Drinking can hve adverse effects on the brian chemistry or depression since alcohol is a depressant in itself. perhape you could discuss your drinking with your therapist, so you can get the help you need for your problems that cause you to drink. AA is also available. There is also chat here at Psych Central and Rayna is very informative about alcoholism, and is more than willing to help anyone with a drinking problem in chat.
You amy PM me as well if you wish. Please try to stay safe. Take care and good day. Soidhonia