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.
Edit:
Ok thats the easyest way, lmodern is a package and avalable in most installations like this:
\documentclass[12pt]{article}
\usepackage[latin1]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{lmodern}
\usepackage{pdfpages}
\begin{document}
\includepdf[pages={1,3,6},scale=.8,pagecommand={}]{path/to/file}
\end{document}
Then you can include your pdf per page or all with pages={-}
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