In order to create a Visit with Tasks, you need to define an Action Plan Template that creates the Tasks to associate with a specific Visit. 

Please see this Salesforce Page for more information on Salesforce's Action Plans and Action Plan Templates: Enable Action Plans

Navigate to the Salesforce Platform 

1. Navigate to the App Launcher on the Salesforce Platform and select Action Plan Templates

2. Select New and give the Action Plan Template values as follows:

NameA unique value 
DescriptionAn optional value
Taget Object Visit 
Action Plan Type Visit Execution 

Save your changes. 

3. Once the Action Plan Template has populated, select New Task

4. Fill in the Task Details and select Save

5. To add more Tasks, select New and then Task from the top of the screen. 

6. When you have completed your Task definitions, select Publish Template (see image for Step 5). 

Now you can connect an Action Plan Template with a Visit. Please see this article for more information: Create a Visit with an Action Plan