Consider a following scenario: you have a diagram containing network devices (servers) and you want to start PUTTY client when any of those devices is clicked to open SSH session to a corresponding device. And you want that to be on a webpage.
A possible solution to that on windows is to register a custom application protocol and map it to launch an executable. You can see a common example when “callto:” link opens Skype. Here are some explanations. This works for all major browsers, works also in Visio (without any macros).
With Visio (and a tiny SVG Publish script), this approach can be customized. Suppose you have a rack diagram, which already has all server addresses ready. SVG Publish can convert the data into custom links that can be used to launch an executable (PuTTY in this example).