pdb's for Windbg from cl.exe

I'm trying to step through the source code in Windbg and I understand that I need to create some PDB files.

I've read that I should include the "/Fd" switch. Although it throws no error, it also produces no PDB. It does create my EXE file though.

Here are my two attempts:
cl.exe /EHsc /GR /nologo /Zc:forScope /Zc:wchar_t /Fd main.cpp
cl.exe /EHsc /GR /nologo /Zc:forScope /Zc:wchar_t /Fdmain.pdb main.cpp

Am I doing this wrong or is there a "magic" location my PDBs are whisked away to?

Thanks!
You also need /Zi (enable debugging information) and link with /DEBUG
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