By default, Visio routes all relationships around the tables in a series of right angle turns.
If you prefer to have your relationships appear as curved lines between the tables, then
All of the relationships will now appear as straight lines between the tables. Each relationship will have two anchor points that you can grab with your mouse. As you move the anchors, the relationships will bend as you desire. Don't get carried away with this. A few curves can be useful, but too many can be distracting.