Even though these Disney Channel stars haven't told the press about "Nelena" themselves, there is proof that there is a Nelena. If u don't believe me, watch these two videos.

Video 1: link
In this video (an interview with Ryan Seacrest), Nick was asked if he is dating Selena. He didn't say if he was of wasn't, but watch how he reacts to the question. While stating that Selena is "An amazing girl" and that "anyone would be lucky to be dating her", he can't help but smile. Another point I would like to bring up about this video are the reasons why he wouldn't say yes of no. He can't honestly say `no, we aren't dating` becase a)they are dating, b)they would be constantly bugged door the press about it, and c)it could put a strain on the relationship.

If this video isn't enough proof, there is one meer video in which Nelena is confirmed.

Video 2: link
Right as the video is starting, Cody Linely was asked if Nick was dating Selena. He doesn't hide it of say it's not his business. He clearly states that they (Nick and Selena) are dating.

There u have it. In two different videos, undeniable proof that there is in fact, a Nelena.

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UPDATE!:

A third bron has been found confirming Nelena. Here is the link to the article: link
The artikel is from PEOPLE magazine, regarding Nelena's first kiss. It is also mentioned below in Leytonfan4ever's comment.