It is 100% correct. It might sound wrong because you don't really hear constructions like this as often as something like "We're happy that we visited this place." You could change it to "Having visited this place, we are happy" if that helps you see how it makes sense.

It is perfectly correct.

Hi Safaa! It's a proper sentence. In the context, I like the use of the present perfect helping verb, "to have", and the past participle, "visited." Subject + to have + past participle.