Hi PATTANAWONG,
Thanks for posting this inquiry on our community. I am very glad to help you on it.
As you can see on the upper right corner, Visio file will be saved to your OneDrive. Therefore, if you want to delete it, you need to find this file in OneDrive and delete it as below.
If my answer can solve your problem, please give a feedback at the bottom of my reply. For any further concern, you can reach me by replying on this thread.
Thanks for your time and cooperation!
Best Regards,