Shapes are contained within stencils. And stencils are contained within the Shapes window.
Before we talk about how to get shapes, we need to make sure you understand three terms:
This window contains stencils.
Stencils aren't shapes. That's important. Stencils contain shapes.
Shapes, in Visio, are everything. But shapes aren't stencils. Stencils contain shapes.
The illustration shows the Organization Chart Shapes stencil and its shapes. Notice the two other stencils: Borders and Titles and Backgrounds. To see the shapes in either of those stencils, you'd just click on the name of the stencil.