It appears that we don't have many Visio users on this forum and it would be unlikely that you will get a response to your question here. I don't use the Web-based version so I have no idea on its capabilities but I just gave it a quick try and it appears to be a very light version of the desktop app and there is no obvious way to add connection points to shapes. I can't find a shapesheet view either so you might be out of luck without the desktop app.

I would recommend you post your question on other forums where you might get a better informed response. If you do so, please post a link to that thread here so future users with the same question can collectively learn.

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Andrew Lockton
Chrysalis Design, Melbourne Australia