I am not aware of any products today that integrate Visio and OVSD. However, both products have rich APIs that will probably allow you to create your own integration in both directions. By the way, what type of functionality are you looking for?
I think that Michael is referring to the fact that in SD5 there are so called diagram views. Which are basically Visio diagrams with SD data overlayed.
There is not much about it in any of the manuals. The only information I've found is in the online help. Search for diagram in the help. Unfortunately the help seems to be buggy in 5.0 and can't display all pages :-(
Basically what you have to do is export the visio diagram in SVG format. Then, you can import that into SD, and link the drawing's objects with SD objects.