This article focuses on integration techniques specific to Microsoft Office Visio 2007 and Microsoft SQL Server 2005. Using Visio 2007, you can connect Visio shapes to data that was generated outside Visio. A large amount of data can be captured in a SQL Analysis Services database. Being able to analyze that data in a visual way enhances the value of the data. In the following example, sales data stored in an Analysis Services cube is used to generate a Visio PivotDiagram so that the data can be explored and graphically enhanced.
Reference : Pinal Dave (http://blog.SQLAuthority.com)