How can I generate a PDF file in Visio?
I want to include this file as Figure in LaTeX, so I need only my diagram on pdf instead of entire page with diagram on it. How can I do that?
File-> Save As -> Change File Type to PDF (the actual description in Visio 2010 is "Save As Type...").
To get the size down to what you want, assuming you are using Visio 2010 - go to the Design ribbon at the top, and change "Size" to "Fit to Drawing"