Answer by HolyBlackCat for clang++ 14 does not generate PDB file

Use -g -gcolumn-info -gcodeview when compiling, then -fuse-ld=lld -g -Wl,--pdb= when linking. This produces ??.pdb alongside ??.exe.

You can also pass a custom PDB file path to -Wl,--pdb=??.

^{I'm unsure if -g does anything when linking, but the Clang doesn't warn about it, so I prefer to keep it. It does warn about -gcodeview being unused if specified when linking.}