User Configuration > Administrative Templates > Microsoft Visio 2016 > Visio Options > Advanced > Display
User
HKCU\software\policies\microsoft\office\16.0\visio\application
This policy setting allows you to prevent the New screen to be shown on launch of Visio. If you enable this policy setting, the New screen will not be shown on launch. If you disable or do not configure this policy setting, the New screen, including a catalog of templates, is shown when you open Visio.