If you setup your debugger to automatically download symbol from the Microsoft symbol server. You will get the .pdb files for windows system libraries.
The symbol server is easy to setup in Visual studio.
Go to the “tools” menu and select “Options”. That will bring up the following window.
Visual Studio 2008
It is best to specify a location where these downloaded symbol files should be stored. Omitting it, Visual Studio will use a folder under your profile (AppData).
Visual Studio 2010