You can certainly use standard .bmp files or other graphics files in Microsoft Visio, but since it works with vector graphics (diagrams), the images will be used as objects. If you want to use it otherwise, you will have to first convert the raster files to SVG with vector graphics software.
Some online tools offer bmp to vsdx conversion, but the results might be not what you are expecting - if they work at all.
Updated: August 15, 2023