On Windows, when building an executable target in Debug mode using Visual Studio or Intel oneAPI, it may be necessary to also have the libraries linked by the target to have Debug symbols. For example, when building in CMake:

cmake -B build -DCMAKE_BUILD_TYPE=Debug

cmake --build build --config Debug

This may be indicated by messages like:

error LNK2038: mismatch detected for '_ITERATOR_DEBUG_LEVEL': value '0' doesn't match value '2' in main.cpp.obj

error LNK2038: mismatch detected for 'RuntimeLibrary': value 'MD_DynamicRelease' doesn't match value 'MDd_DynamicDebug' in main.cpp.obj

The solution is to build the libraries with Debug mode as well.s