For creating Diagrams utilizing the AWS stack one would need the appropriate shapes in the diagrams.
Let us download the AWS stencil archive from https://aws.amazon.com/architecture/icons/
I downloaded the Visio Stencil arhive from the options available of,
- EPS & SVG format
- Sketch format
Within the Documents folder, you should get a folder named My Shapes
Create a new folder AWS within this so effectively the path would be
Extract the downloaded zip archive and within the folder of Visio\Visio_2013-Current_VSSX_ all the AWS visio stencils/icons will be present.
Copy all the files and paste it in the My Shapes folder path.
Now when you go to Visio and hover over More Shapes -> My Shapes should get you the folder created with all the stencils as per image below,