If you need more flexibility in creating rich diagram mashups with Microsoft Visio 2010 than is possible with web part connections, you can use the Visio Services JavaScript Mashup Application Programming Interface (API).
Watch a video on Microsoft Showcase for an introduction to the API.Read the post on the Visio Insights blog for a general overview and some simple examples. Review the resources posted to the Visilog blog for guidance on building a custom dashboard.