docx to vdx conversion is probably related to some import/export of content between Microsoft Word and Microsoft Visio, considering the file type, perhaps export of previously embedded Visio drawings from MS Word document. In any case, you won't find converter for this, you have to open the document using Work and try to recover/export any objects.
Of course what this conversion might also be about, is simple use of text from the document in Visio and that can be done with the Insert object function in Visio.