Old versions of link.exe supported the /debugtype
argument that used these options:
/debugtype:coff
use COFF format
/debugtype:cv
use CodeView or Program Database format (depends on /pdb option)
/debugtype:both
use both COFF and CodeView/Program Database formats
According to the MSDN docs for Visual Studio 2008's linker, that option was no longer available; and the information for the /debug
switch states that "it is not possible to create an .exe or .dll that contains debug information. Debug information is always placed in a .pdb file."
So anything built with Microsoft tools from the last decade won't have embedded symbol information.