Hi dmitry,
The code for Symbol Debugger is included with the source code, but it is not built automatically when you build the Engine. You will have to specifically build it if you want to use it. When you open the UE4 solution file in Visual Studio, open the Programs folder in the Solution Explorer and you will see SymbolDebugger available here. Right-click on the SymbolDebugger project and select Build, and it will build the tool for you.