User Configuration > Administrative Templates > Microsoft Visio 2016 > Visio Options > Advanced > File Locations
User
HKCU\software\policies\microsoft\office\16.0\visio\application
This policy setting allows you to specify the additional location of templates. If you enable this policy setting, you may specify the additional location of templates. These locations are listed on the New screen of the File tab. If you disable or do not configure this policy setting, no additional location of templates is shown.