You can insert most types of image files into a Visio diagram. They appear as normal pictures and do not have connection points (though you can still connect them to other shapes using a connector) or some other abilities that Visio shapes have.
Here's how you insert a picture:
On the Insert tab, in the Illustrations group, click Picture.
Locate the folder that contains the picture you want to insert, click the picture file, and then click Open.
Some files that you import into Visio drawings as graphic images appear as metafiles. However, bitmap files, such as .bmp, .jpg, .pcx, and so on, remain bitmaps in the Visio drawing.