You could try this. You'll need some knowledge of the underlying format of ESRI shp files, but I've used it successfully to generate US ZCTA zip codes as a filled map. There are also scripts in python out there that will work with ArcMap, and of course Richard Leeke's shapetotab tool, but I think you are wanting to generate a TDE or geo-code.
I guess a lot depends if you want to show the SHP as a background image, or if you are interrogating/analysing the SHP file itself. I'm unsure of your reference to Visio - could you describe, or show what you mean?