Microsoft Visio Professional is a paid software and cannot be downloaded for free. Furthermore, as of 2015, the life cycle of the 2002 version has come to an end, so it's no longer available. However, you can try the newest version for free for a period of 60 days.
Find trial versions of all Visio versions at the TechNet Evaluation Center on Microsoft's website. You need a Microsoft account to download the free trials.
Because Microsoft Visio is a copyrighted, paid software, the Copyright Act states that acquiring it for free falls under copyright infringement and is subject to civil and criminal penalties. The criminal penalties can include fines up to $100,000 per infringement and actual damages that include the profits of the infringer.