No, it can't generate a PDB file itself, at least not today. Maybe in the future the MSVC linker will be able to generate one even though you compiled with Clang/LLVM (it does that already today but the PDB file is almost empty).

You can definitely build obj and lib files and link them with files built by MSVC. That works well.

We also support putting DWARF debug info (the standard format) into the binaries, and the LLVM linker LLD will link them and you can debug the resulting program with the LLVM debugger LLDB (or GDB for that matter).