You can create calendars in Visio to help you better organize and deliver information. To create a calendar, go to the New menu in the File tab and click Templates, then Schedule. In the Schedule category, click Multi week Task Calendar and then Create to create the calendar workspace. Depending on your version of Visio, you might just notice the template as Calendar.

You will see that there is a default calendar created. You can however, create your own calendar by dragging the Month shape onto an empty canvas. This opens the Configure dialog box, where you can specify the calendar month. Days of the month are automatically filled and the weekends are differentiated from the weekdays.