How to make documentation visible with sequence diagram in Visio

Go to the method in question in the "Operations" area of the dialog box. Then click on the "Properties" button to get the "UML Operation Properties" dialog. In there, set the "suffix" to "*".

You can read how to add more connection points at "Add, move, or delete connection points". This will allow you add connection points for the propose of creating the diagram however I don't know if this is sufficient for the UML model to know the source and destination of messages. This may be an issue if you are exporting the UML model to code or another tool.