They mean "Debug Symbols", which is another file output by the compiler when you compile with a debug configuration. This file (usually) ends in a ".pdb" extension, and can be many megabytes in size. It's used by a debugger to line up the binary code with the source code to make it easier for a developer to figure out what went wrong.
You typically don't ship a product with the debug symbols, as it would allow a competitor to easily reverse-engineer your product. In Microsoft's case, the Win32 API is just a layer on top of the NT/XP kernel, so it's not a problem.
Chip H.