Opening files you have worked on recently appears in a few locations, in addition to the New Drawing Pane:
From within Visio, select the file menu. At the bottom of the menu bar is the most recent documents you have worked on and saved just above the Exit command. Click on a document to open it.
From a Windows 95/98/2000/Me or NT PC, you can open recently saved files by choosing the Start Button on the Windows Task Bar and selecting Documents.