For the lost souls struggling in 2022.
The PDBCOPY is no longer a dependency for the SDK and is no longer installed with it if not specifically selected (which you can’t do when you install it with Visual Studio Installer).
Goto Apps & Features → Search the Windows Software Development Kit → Modify → Add Debugging Tools for Windows.
See here: Download Debugging Tools for Windows - WinDbg - Windows drivers | Microsoft Docs
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