If you purchased Visio Online Plan 2, you can download the Visio software to your computer. First, navigate to the Office 365 portal and sign in. Then click on the gear in the upper right corner and select Office 365 under Your app settings.
On that page, select software. If Visio is available to you, it will appear on the left and you just need to click install after selecting it.
Once you’ve downloaded the software, Microsoft has an excellent Quick Start Guide that will help you begin using Visio 2016.