What are PDBs? Where must they be located for debugging to work?

A program database (PDB) file holds debugging and project state information that allows incremental linking of a Debug configuration of your program.

The linker creates project.PDB, which contains debug information for the project?s EXE file. 

The project.PDB contains full debug information, including function prototypes, not just the type information found in VCx0.PDB. Both PDB files allow incremental updates.

They should be located at binDebug directory