The pdb contains information the debugger needs in order to correctly read the stack. Your stack traces will contain line numbers and symbol names of the stack frames inside of the modules for which you have the pdb.
I'll give two usages examples. The first is the obvious answer. The second explains source-indexed pdb's.
1st usage example...
Depending on calling convention and which optimizations the compiler used, it might not be possible for the debugger to manually unwind the stack through a module for which you do not have a pdb. This can happen with certain third party libraries and even for some parts of the OS.
Consider a scenario in which you encounter an access violation inside of the windows OS. The stack trace does not unwind into your own application because that OS component uses a special calling convention that confuses the debugger. If you configure your symbol path to download the public OS pdb's, then there is a good chance that the stack trace will unwind into your application. That enables you to see exactly what arguments your own code passed into the OS system call. (and similar example for AV inside of a 3rd party library or even inside of your own code)
2nd usage example...
Pdb's have another very useful property - they can integrate with some source control systems using a feature that microsoft calls "source indexing". A source-indexed pdb contains source control commands that specify how to fetch from source control the exact file versions that were used to build the component. Microsoft's debuggers understand how to execute the commands to automatically fetch the files during a debug session. This is a powerful feature that saves the debug egineer from having to manually sync a source tree to the correct label for a given build. It's especially useful for remote debugging sessions and for analyzing crash dumps post-mortem.
The "debugging tools for windows" installation (windbg) contains a document named srcsrv.doc which provides an example demonstrating how to use srctool.exe to determine which source files are source-indexed in a given pdb.
To answer your question "how do I know", the "modules" feature in the debugger can tell you which modules have a corresponding pdb. In windbg use the "lml" command. In visual studio select modules from somewhere in the debug menus. (sorry, I don't have a current version of visual studio handy)