I work in already compiled (in debug mode) C++ project. I have its exe file and pdb file.
I can run the exe from command line.
How can I debug the project? (I so not have its .sln file.)
I work in Visual Studio, but I also have a cygwin in the system.
Open the executable from Visual Studio, in the same way as you would open a project or a solution. That will allow you to debug it.
(It creates an empty place-holder solution around your exe, which you can use to change environment variables or command-line arguments when you run the exe to debug it.)