There are a couple of ways to achieve adding the audio of a Studio Caller to a scene without the video. Essentially you still have to bring them in with video and audio but we would recommend either making the video so small it's not seen or just masking it with a solid colour or a premade background.
You could ask the caller to disable their video from their end but that leaves less control for you. You wouldn't want them to enable it again mid production!
To accomplish the aforementioned workflow, once you have a Studio Caller within a scene open up the Transform menu.
Then click Edit Transform.
In the Scene Item Transform window you can set the size to 0.
You will no longer see the caller themselves but you will still hear them as you can see from this next screenshot.
As I mentioned before, you won't want to just send a black screen out to your Program feed so, it would be a good idea to use a background or stock image in place of the callers image. Add the image as a source and you will see that but still hear the caller.
Another way of having a callers audio in a scene but not necessarily seeing them is to press the ON button under the source name in the Audio Mixer. This will mean that the audio for that source is permanently on throughout the entire production. Referred to as Constant Audio. For more info on this, please refer to the Audio Mixer article.