In Visual Studio you have to install DGML support:
Run the installer, select Modify, then on the page you reach select "Individual components" you get a long list.
Under "Code tools" there is a "DGML editor".
Then you may now open and visualize your generated DGML files
The Visual Studio DGML editor can also be enhanced with DGML Power Tools from Chris Lovett
DGML Power Tools is a VSIX package for Visual Studio that adds a bunch of handy new DGML related features, including neighborhood and butterfly modes, export to SVG, Drag/Drop of images, Graph Diff, and filtering.