For home or small business users, there is no official standalone "portable" download available directly from Microsoft. The Risks of Unofficial "Free Portable" Downloads
If you need a diagramming tool that works "on the go" without installation, several official and secure methods exist. microsoft visio portable free download
These versions do not receive official security patches or feature updates, leaving your data vulnerable. Official Free and Portable Alternatives For home or small business users, there is