How to convert .jpg images to .vsdx format.
Directly converting JPEG Images to Microsoft Visio Drawings (.jpg to .vsdx conversion) is, most likely, not possible. But you can certainly import/load image files to Microsoft Visio, thus creating .vsdx drawing projects. Please note that vector images are more ideal for generating drawings in MS Visio.
We are not aware of any third-party software, or conversion utility, capable of converting .jpg to .vsdx directly.
A vector based diagramming software from Microsoft