While .vsd, .vdx and .vss import is not supported in Confluence Server, there are a number of ways you can convert these to a .drawio diagram and add them to your instance.
Convert to a .vsdx diagram: Open the diagram file in your normal Microsoft editor, version 2013 or later, and save it as a .vsdx file. Create a new draw.io diagram in your Confluence Server instance, then drag and drop the .vsdx file into the draw.io editor.
Use diagrams.net: Create a new diagram at app.diagrams.net, drag and drop the .vsd, .vdx or .vss file onto the drawing canvas. Copy and paste the diagram into a new draw.io diagram in your Confluence Server instance.
Use the diagrams.net conversion server: An administrator can configure your Confluence Server instance to use the diagrams.net conversion server to allow users to convert these files transparently.