If you want to use a line with arrow that need the text descriptions inside the middle of line, the best candidate is the following object.
File -> Shapes -> Block Diagram -> Basic Shapes(US units) -> Dynamic connector
The Internet Cloud pattern is located in the (This is more clearly than the one located in the "Network Locations")
File -> Shapes -> Web Digram -> Conceptual Web Site Shapes(US units) -> Cloud
Visio icons collection website