This post explain how to create Visio Web Drawing (*.VDW) file using Visio Professional 2010 or Visio Premium 2010. VDW allows diagrams to be rendered in browser using Visio Services (read here) on SharePoint 2010. In Visio 2010, you’ve save diagram as a Web Drawing option in Save As. You can also create VWD using Save to SharePoint billboard on Share tab of Backstage View, that allows you to quickly select SharePoint location and VWD for saving your diagram. Clicking Save to SharePoint of billboard opens Save As dialog for you to confirm or refine selection. To use default publishing options, press Save. Your diagram’s ready for viewing in browser! By default, Visio automatically opens a browser so you can see diagram. You can turn off this behavior from Save As dialog. You can also click on Options at bottom of Save As dialog to launch Publish Settings dialog. Using dialog, you can select pages that display and, for data connected diagrams, data sources that refresh in browser. Visio Services allows you to refresh data-driven diagrams in browser to present most up-to-date view of underlying data. The data sources selected in the Publish Settings dialog’ll be data sources that refresh.
More info: Visio Insights