Você pode fazer isso em VBA, presumindo que as setas ou retângulos foram criados usando um estêncil, em vez de apenas desenhado. Este código irá selecionar todas as formas na página ativa, como a forma selecionada (usando o mestre de formas)
Sub SelectSimilarShapesByMaster()
If ActiveWindow.Selection.Count = 0 Then Exit Sub
Dim SelShp As Visio.Shape
Set SelShp = ActiveWindow.Selection(1)
If SelShp.Master Is Nothing Then Exit Sub
ActiveWindow.DeselectAll
Dim CheckShp As Visio.Shape
For Each CheckShp In ActivePage.Shapes
If Not CheckShp.Master Is Nothing Then
If CheckShp.Master = SelShp.Master Then
ActiveWindow.Select CheckShp, visSelect
End If
End If
Next CheckShp
End Sub
Você também pode mexer com as seções de geometria da folha de formas para ver se eles são retângulos da seguinte forma:
Sub SelectRectangles()
If ActiveWindow.Selection.Count = 0 Then Exit Sub
Dim SelShp As Visio.Shape
Set SelShp = ActiveWindow.Selection(1)
ActiveWindow.DeselectAll
Dim CheckShp As Visio.Shape
For Each CheckShp In ActivePage.Shapes
If IsRectangle(CheckShp) Then ActiveWindow.Select CheckShp, visSelect
Next CheckShp
End Sub
Function IsRectangle(TheShape As Visio.Shape) As Boolean
Dim Width As Double, Height As Double
Width = TheShape.CellsU("Width")
Height = TheShape.CellsU("Height")
Dim Result As Boolean
Result = (TheShape.RowCount(visSectionFirstComponent) = 6)
Result = (Result And TheShape.CellsSRC(visSectionFirstComponent, 1, 0).ResultIU() = 0 And TheShape.CellsSRC(visSectionFirstComponent, 1, 1).ResultIU() = 0)
Result = (Result And TheShape.CellsSRC(visSectionFirstComponent, 2, 0).ResultIU() = Width And TheShape.CellsSRC(visSectionFirstComponent, 2, 1).ResultIU() = 0)
Result = (Result And TheShape.CellsSRC(visSectionFirstComponent, 3, 0).ResultIU() = Width And TheShape.CellsSRC(visSectionFirstComponent, 3, 1).ResultIU() = Height)
Result = (Result And TheShape.CellsSRC(visSectionFirstComponent, 4, 0).ResultIU() = 0 And TheShape.CellsSRC(visSectionFirstComponent, 4, 1).ResultIU() = Height)
Result = (Result And TheShape.CellsSRC(visSectionFirstComponent, 5, 0).ResultIU() = 0 And TheShape.CellsSRC(visSectionFirstComponent, 5, 1).ResultIU() = 0)
IsRectangle = Result
End Function
Espero que pelo menos você comece ...