Yes, you can get external data into Microsoft Visio and Visio Services (Visio on the web, in the SharePoint environment). This can be done through OLE DB, which means you can get PI System data in your Visio drawings/schemas.
This begs the question: do you guys use this at all? Anybody using PI data in their Visio files? If yes, I am curious to hear what you use it for and what kind of data are you displaying... looking forward to your comments!