Search the Visio Help for "review". It's actually pretty good. In short, go
to Menu Bar > Tools > click Track Markup. Basically, this is a toggle
on/off. From the Help response, I copied this:
Start or stop tracking markup
For each reviewer who opens a drawing when Track Markup is started, a markup
overlay is created and a color is assigned.
Note To quickly see whether Track Markup is started, look at the text at
the top of the Reviewing task pane. If the text says Current Reviewer, the
original drawing is protected and you can track markup. Otherwise, markup
tracking is stopped and you can make changes to the original drawing.
Wapperdude