SH33 INBOUND TO SWA REQUESTS VISUAL APCH DURING IFR WX.

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ON DSCNT INTO CWA (CENTRAL WISCONSIN -- MOSINEE; WI). GOOD FLT VISIBILITY WITH THE FIELD IN SIGHT. ZMP GAVE US A TURN TO THE BACK COURSE APCH RWY 26. WE ADVISED THE FIELD IN SIGHT AND CANCELED OUR IFR. ON CONTACTING THE TWR; HE ADVISED US THE FIELD WAS IFR (WE STILL HAD IT IN SIGHT). WE WERE SET UP FOR RWY 35 BUT HE COULD NOT CLR US IN THE LOC. I ASKED FOR AN SVFR; BUT FIRST MISSPOKE AND ASKED FOR A CONTACT APCH; THEN THE SPECIAL. WE GOT THE SPECIAL FROM THE TWR AND LANDED RWY 35. FLT VISIBILITY OF NEARLY 10 MI THE WHOLE TIME. TWR WANTED US TO CALL UP SO AFTER SHUTDOWN; I CALLED THE TWR CTLR. HE SAID HE WAS A VFR TWR AND COULD NOT GIVE CONTACT APCHS. I APOLOGIZED FOR THE MISCOM. (I DON'T THINK I WAS SUPPOSED TO KNOW THAT HE WAS A VFR ONLY TWR AND COULDN'T DO THAT.) REGARDLESS; IT WAS A MISCOM. TWR SAID HE HAD CALLED CTR PRIOR TO OUR CONTACTING HIM AND HE TOLD THE CTR THE FIELD WAS IFR AND EVERYONE HAD TO DO THE APCH. HE ALSO SAID HE ALMOST HAD A LACK OF SEPARATION WITH A DEPARTING REGIONAL JET IN THE OPPOSITE DIRECTION. WE WERE UNAWARE OF ANY DEPARTING TFC FROM CTR OR THE TWR. HE ALSO SAID ON THE PHONE THAT THERE WAS NO PROB; HE JUST WANTED TO TRY AND FIGURE OUT WHAT WENT WRONG SO WE COULD TRY AND KEEP IT FROM HAPPENING IN THE FUTURE. SUPPLEMENTAL INFO FROM ACN 607965: WE WERE PLANNING A VISUAL APCH; BUT MINNEAPOLIS ISSUED A VECTOR FOR THE BACK COURSE RWY 27 OTHER THAN RWY 35 WHICH WE WERE LINED UP FOR AND STILL HAD EASILY IN SIGHT. WE DISCOVERED LATER FROM TWR THAT CTR HAD RELEASED AN IFR TURBOPROP AROUND THIS SAME TIME.