Hi Samsuddin,

Reading the Microsoft Visio documentation, I think it's only possible to use the integration features with SharePoint.

https://docs.microsoft.com/en-us/office/dev/add-ins/reference/overview/visio-javascript-reference-overview

You can use the Visio JavaScript APIs to embed Visio diagrams in classic SharePoint pages in SharePoint Online. (This extensibility feature is not supported in on-premise SharePoint or on SharePoint Framework pages.)

An embedded Visio diagram is a diagram that is stored in a SharePoint document library and displayed on a SharePoint page. To embed a Visio diagram, display it in an HTML <iframe> element. Then you can use Visio JavaScript APIs to programmatically work with the embedded diagram.

Regards,

Pedro Costa