Use the Line Tool in the Standard toolbar. Click and drag to create each
segment of the polygon until you click back on your origin point.
(Click-drag-release-click-drag-release, etc.) Make sure the click to begin
each new segment is in the same location as where you released the last one.
Visio will then generate your new shape automatically, but you will have to
add connection points by hand.
Another way is to open the Basic Shapes stencil and drag a polygon onto your
drawing that has the same number of sides that you want. Then select the
Line Tool and drag the green diamonds into new locations. The connection
points (purple X's) will stay in their original location unless you move them
using the connection point tool.
