Your data and security are worth more than a shortcut. Have you tried a portable version of Visio before? Share your experience (good or bad) in the comments — just be honest about the risks.
Visio 2010 is old. Modern Windows versions have changed security models, UAC, and folder virtualization. A portable version might launch, but features like printing to PDF, embedding objects, or using templates often fail. microsoft visio 2010 portable 64 bits
A runs without formal installation. It keeps all settings inside its own folder and leaves no traces on the host PC. Your data and security are worth more than a shortcut