Are you asking if there is a way to make a hyperlink from a specific object in the Visio content to a specific location in the Word document? You state "section" - but do you really mean Section, or a location?
In any case, probably not. It is most likely that the Visio content will be considered (by Word) to be a single graphic object. The individual objects are only individual within Visio itself. Yes, you access them by clicking the Visio content (in Word), but editing calls up an instance of Visio and the editing is done there.
What versions are you using. It may be possible in 2003 - but I doubt it. Could you hyperlink the Visio drawing itself to a location in the document? Yes.
Gerry