Its not an installation issue, the problem is, as the error message suggests, that you have not built your project with debug information.
To do this:
1) Goto Project->Properties
2) Make sure "Configuration" at the top is "Debug"
3) On the left, select "C/C++", then "General"
4) On the right, change "Debug information format" to "Program Database for edit and continue (/ZI)"
5) On the left, Select "Optimization"
6) On the right, Change "Optimization" to "Disabled (/Od)"
7) On the left, select "Code Generation"
8) On the right, change "Runtime library" to "Multi-Threaded Debug (/MTd)"
9) On the left, expand "Linker" and select "Debugging"
10) On the right, change "Generate Debug info" to "Yes (/DEBUG)"
11) Rebuild your project.