There are two different ways:
In your csproj files, you will have sections that look like this:
<ItemGroup>
<Compile Include="Helper.cs" />
<Compile Include="Properties\AssemblyInfo.cs" />
</ItemGroup>
What you can do is set up a new project configuration (Build menu, Configuration Manager, select New from the Active solution configuration dropdown), then manually change the ItemGroup node to this:
<ItemGroup Condition=" '$(Configuration)' == 'MyNewConfiguration' ">
<Compile Include="Helper.cs" />
<Compile Include="Properties\AssemblyInfo.cs" />
</ItemGroup>
The second way, as you referred to in your question, is to use conditional debug symbols. At the top of your file, have the statement
#if MYDEBUGSYMBOL
and at the bottom have
#endif
then you can define the debug symbols; right clickon your project file, select Properties, go to the Build tab, and enter the debug symbol in the Conditional compilation symbols textbox.
I would probably stick with the first method.