Thanks, this seems to be the solution.
I have a clean install of VS 2017 Community and installed the “Debugging Tools for Windows” from the “Windows 10 SDK”-download and that worked.
Copying details for clarity, executed from a Git Bash shell as administrator:
mkdir -p '\'
cp -p '\Debuggers\x64\pdbcopy.exe' '\'
ls -l '\PDBCopy.exe'