Just to clarify the situation.
Visio 2003 had a special feature, called "Database Modeling", including Reverse Engineering of database (creating a diagram out of a database), and Forward Engineering (creating a database out of a diagram)
This functionality was provided with a special component (a built-in add-in). To work with databases, this component needs to be installed and activated for the diagram (i.e. the diagram should be created using the "Database Diagram" template)
Microsoft removed the feature "Forward Engineering" in Visio 2007, and "Reverse Engineering" in Visio 2013.
A few years later, in Visio 2019, "Reverse Engineering" was re-introduced, but this is already sort of new feature (I would not assume it is fully compatible with the old feature from the past).
Resume: I'd keep Visio 2003 if I needed those old diagrams to be fully functional.