Symbol generation (-Zi or equivalent) would need to be on for compilation of each of the functions involved, for creation of the .lib, and for the final link. As you suggest, there should have been a .pdb for the .lib, as well as one for the final .exe. If you compiled using Microsoft C++, there should be a .pdb for each .obj, and those would be required when building the .lib. If all these .pdb files were present when required during the build, and VTune is unable to find them, it should pop up a window asking you to point them out. Only if you make an error in that window should you have to use the Options, File associations menu, to undo a wrong association.
