Where to find the pdb files for Qt's dll?

As of Qt 5.9, the PDBs corresponding to the Windows distros are available as a separate .zip file for download from this archive: https://download.qt.io/archive/qt/

Just browse to your specific distro and pick between the "uwp" or the "desktop" PDBs as appropriate.

The Qt SDK does not come with debugging symbols for release builds. You have to compile the whole thing from source with the correct compiler flags to get the .pdb files you need.

See this bug report.

As found in this bugreport, the PDB files for Qt 5.12 can now be installed through the Online Installer (Maintenance Tool) (under the name Debug Information Files).