Many Visio shapes, like this factory shape, are grouped from the get-go.
You might have worked with grouped shapes without knowing it. Many of the shapes in Visio are actually groups already. Designers made each shape by hand, and then they grouped the shapes to make them easier for you to work with.
The factory shape is a perfect example.
This is what the factory shape looks like when you put it on the page.
But if you ungroup it, you'll find it is actually a group of several component shapes.
Keep this in mind as you work in Visio. If you want to change part of a shape, try ungrouping it. It may come apart in convenient ways.