Add Visio visualizations to Power BI

Hi.

I have Visio file with Organizational chart , the file is published to SharePoint in my organization. 

I would like to create a report with this visualization. 

First I found this instruction:

https://support.office.com/en-gb/article/Add-Visio-visualizations-to-Power-BI-reports-4f09be62-f436-45c2-93b0-4a0f66b1f5a7?ui=en-US&rs=en-GB&ad=GB#stage6

I have downloaded vsdx file to my desktop but I don't now how to connect to this file to get data into PowerBI desktop app as mentioned in instruction above. 

How can I connect to that file ?