That is really limited.

You can connect shapes to a datasource and change the color of the shape (for example) according to the data.

Example:

you have a visio diagram of your server infrastructure consisting out of 4 servers.

You have a query that gets the current status from a table: offline or online.

If it's online, you color the shape green. If it's offline, you color the shape red.

So it's good for quick overview of statuses, but that's about it.