In your case 'Symbols' means a pdb file for the assembly you want to debug. The debugger doesn't require that you have all the source, just that you have the matching pdb. The pdb is generated during the build of the assembly, and no you unfortunately cannot create one after the fact. If you don't have the pdb you will need to debug at a lower level then the source code.
If you built the assembly on your machine then the symbols will be found when you attach. In that case just set a breakpoint on the source and do whatever is necessary to make that code run, and you'll hit the breakpoint.
If you did not build it you need to find the pdb for the assembly. The modules window found under Debug/Windows/Modules can often help by telling you the assemblies loaded in the process along with version info, and timestamps.
You'll need that information in cases where there might be multiple versions of an assembly (such as keep many nightly builds, or the last 20 or so versions from continuous integration builds).
hope that helps.