I think the user was asking about finding a database stencil, rather than looking to generate a Visio document for an existing database.
If that is correct, I believe the desired shape can be found under: File -> Shapes -> Flowchart -> Miscellaneous Flowchart Shapes
P.S. Sorry for posting to an old thread, but Google brought me here with a similar question and, once I found the answer, I thought I would share.