Microsoft Visio supports many graphics formats, including the .emz files (Windows Compressed Enhanced Metafile). So it should be simply enough to import .emz images to Visio and use them for making diagrams, documents (.vsd) shapes or other elements.
It is unlikely any 3rd party program would be able to produce Visio formats, as these are proprietary, which makes any emz to vsd conversion without Visio very difficult.