Try go to Tools->Options->Debugging->Symbols and select checkbox “Microsoft Symbol Servers”, Visual Studio will download PDBs automatically.
PDB is a debug information file used by Visual Studio. These are
system DLLs, which you don’t have debug symbols for.[…]
See Cannot find or open the PDB file in Visual Studio C++ 2010
No problem. You’re running your code under the debugger, and the debugger is telling you that it doesn’t have debugging information for the system libraries.
If you really need that (usually for stack traces), you can download it from Microsoft’s symbol servers, but for now you don’t need to worry.