If you don’t see any shapes window on the left of a new drawing after you upgrade to Visio 2010 go to the View tab, click on Task Panes, and click on Shapes
Shapes window missing above
You should now have the shapes pane. This is a toggle, on/off setting. If you click on the Shapes option again it turns the shapes pane off.
I’ve seen this with several customers upgrading from a previous version, like 2007, to 2010. I haven’t been able to recreate the issue on any of my systems with an upgrade from 2007 to 2010.