Not all editions of Microsoft Office Visio include database modeling features. If you can't find the features you are looking for, check the following:
Which edition are you using?
To find out which edition of Visio you have, click About Microsoft Office Visio on the Help menu. The name of the edition is in the top line of text in the dialog box.
Microsoft Office Visio Standard does not include the Database Model Diagram template.
Microsoft Office Visio Professional supports the reverse engineering features for the Database Model Diagram template (that is, using an existing database to create a model in Visio) but does not support forward engineering (that is, using a Visio database model to generate SQL code).
You can find the full suite of database modeling features, including both reverse engineering and forward engineering, in Visio for Enterprise Architects. Visio for Enterprise Architects is included in MSDN Premium Subscription, which is available with Visual Studio Professional and Visual Studio Team System role-based editions.
Are you working in the Database Model Diagram template?
You may have opened an Express-G or ORM database diagram template or a non-database template. These templates don't support database modeling features such as the Database menu; only the Database Model Diagram template does. To open the Database Model Diagram template, point to New on the File menu, point to Software and Database, and then click Database Model Diagram.
Can you see the Database menu?
The Database menu might disappear if Visio encounters an unexpected error from either an internal or an external source. To recover the menu, try the following:
If Visio shuts down unexpectedly, restart Visio.
On the Tools menu, click Options.
On the Security tab, select Enable Automation events, and then click OK.
The database menu is restored after you restart Visio and reopen the Database Model Diagram template.