Microsoft Visio supports many vector graphics format so they can be used and imported to the program for making drawings and diagrams. It also happens to support the CDR format from CorelDRAW and thus it is possible to basically convert CDR to VDX.
Convert CorelDRAW vector or bitmap graphics to Microsoft Visio drawing XML file.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert cdr to vdx on Windows
A vector based diagramming software from Microsoft
Convert from cdr file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.