According to Getting the Symbols You Need,
If you have built a DLL or an executable file on your computer, by default the linker places the full path and file name of the associated PDB file inside the DLL or the executable file. When you debug, the debugger first checks to see if the symbol file exists in the location that is specified inside the DLL or the executable file.
You can check the release configuration and the MiniDumpWriteDump parameter compared to Writing a Minidump with Code.