Save Diagrams To Sharepoint As Web. Notes are saved with you account but can also be exported as plain text MS Word PDF Google Doc or Evernote. Under File Types choose Web Drawing vdw.

Click Browse for a location to specify where to save the diagram. Click Save to SharePoint. Click Save to SharePoint.
In general it would depend on what the link is going to point to but typically you would want to do that within Visio itself before the diagram is published.
Or on GitHub pages. Click the File tab. Click Save to SharePoint. What is the quick option I have.