You can do a visual approach under IFR (Instrument Flight Rules), as long as the actual weather is VMC (Visual Meteorological Conditions). A visual approach is simply one of the available approach options.
Depending on the situation, the VOR or ILS may be tuned for reference, but the altitude and path restrictions for the instrument approaches do not apply.
Actually it IS possible and permissible to switch from IFR to VFR (and back), but that is more complicated, and may involve inflight refiling of the flight plan.