I use Visual Studio Windows Debugger after compiling my source code by using command cl /Zi source.c /link /out:run.exe . It shows that some symbols are not found. OS: win 10 64 bit and the VS code: 1.5.3. However, the code can run correctly without debugging.

Thanks for reporting this. This is the way symbols work when debugging works on windows. System modules do not load symbols by-default as they constantly change. In order to obtain them, you can download them from the Microsoft public symbol server which is located here: https://msdl.microsoft.com/download/symbols
If you set the symbol search path to include the symbol server, they will download. Example:
"symbolSearchPath": "https://msdl.microsoft.com/download/symbols"
To whoever might see this in the future, symbolSearchPath is a key of launch.json -> configurations[n].
"symbolSearchPath": "C:\\Symbols",
_NT_SYMBOL_PATH = cache*c:\symbols;srv*http://msdl.microsoft.com/download/symbols

@bsed I don't understand. Where is that UI from? Our extension uses launch.json, but the text you're using isn't valid json.
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To whoever might see this in the future,
symbolSearchPathis a key oflaunch.json -> configurations[n].