You can insert objects from Visio products into IntelliCAD drawings by either embedding them into or linking them to your drawings. You can view IntelliCAD drawings directly in Visio programs and then add your comments on a separate annotation layer.
If your Visio program does not list IntelliCAD Drawing (*.dwg) as an option, then save the drawing in AutoCAD format, and Under Files Of Type, select AutoCAD Drawing (*.dwg).