As of 2014, Serena Williams has won the Australian Open Women's Singles 5 times and Women's doubles 4. She won the women's single title in 2003, 2005, 2007, 2009, and 2010. Serena also win the Women's doubles title with her sister Venus Williams in 2001, 2003, 2009 and 2010.
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Venus Williams has never won the singles final at Roland Garros. She has been in the final once, in 2002, where she was beaten in straight sets by her sister, Serena.
She has, however, won the women's doubles title twice, in both 1999 and 2010 (both with Serena Williams) and also the mixed doubles title in 1998, which she won playing alongside Justin Gimelstob.
Serena Williams has won The French Open 2 times. The first in 2002 and the second one in 2013.