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.

See how to configure the draw.io server settings to allow .vsd conversion in Confluence Server using the vsdurl parameter