You can probably find a dedicated PDF export function in Microsoft Visio with which you can export VDX drawings as PDFs. Other than that, you can always use a virtual PDF printer and with the File ► Print function in Visio print your drawings as PDFs.
Convert Microsoft Visio drawing XML file to Adobe Portable document format.
We have found 4 software records in our database eligible for .vdx to .pdf file format conversion.
Microsoft Windows software - convert vdx to pdf on Windows
A vector based diagramming software from Microsoft
Convert from vdx file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned vdx to pdf. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
Visual processor used to create high quality presentations, charts and graphs
Apple macOS / Mac OS X software - convert vdx to pdf on OS X
Microsoft Visio documents viewer for Mac
Multiplatform software - convert vdx to pdf on any platform
A vector graphics editor