you have to check what font you are using and tell us if it's a truetype or other...
LaTeX does not work with all fonts. There are different types of TeX systems to do that, like XeLaTeX.
Ok thats the easyest way, lmodern is a package and avalable in most installations like this:
Then you can include your pdf per page or all with
I'm mostly glad to have the scale prepared becase visio aims to be landscape and have frames or ledgends in it. There is even a crop function in this package. Have a look here: https://stackoverflow.com/questions/2739159/inserting-a-pdf-file-in-latex
Here is the manual: http://mirror.switch.ch/ftp/mirror/tex/macros/latex/contrib/pdfpages/pdfpages.pdf