Once you convert your .vsd model into .xml file by using ESRIExportToXml tool (described in the link above), you can use CASE Tools to import your .xml file into an empty GDB.
"CASE Tools Tutorial - ZIP - 1125 kb" under "Supporting Files:" will have the information that you need as well (note that this document was written for UML model created in Visio 2002/2003, so you may see a difference with using Visio 2007).