I would like to know how to setup a template in Visio with specific shapes
that are selected from diferent types of shapes folders.
Do you mean you want to create your own stencil of shapes taken from
other stencils?
If so:
menu Files -> Shapes -> New Stencil
now open the stencils you want to get your shapes from, right click on
the shape -> copy, back to your new stencil -> paste.
If you want to create your own shapes than start as above and create
your shapes using the various drawing tools or inserting images.
(A Visio template is usually an empty drawing that can contain links
to say what stencils should open and can contain code).