<p>I want to debug an application in Visual Studio but I ONLY have the source code for 1 class.  I only need to step through a single function in that file, but I don't understand what I need to do it.  I think the steps are normally something like this:</p>

<ol>
<li>Open a file in VS</li>
<li>Load in the "symbols" (.PDB file)</li>
<li>Attach to the running process</li>
</ol>

<p>I know how to do #1 and #3, but I don't how to do #2 without the .PDB file.  Is it possible to generate the .PDB file for this to make it work?  Thanks!</p>

You need the symbol file (.PDB) file that belongs to the application you are trying to debug.
MSDN: PDB Files
The Visual Studio debugger uses the path to the PDB in the EXE or DLL file to find the project.pdb file. If the debugger cannot find the PDB file at that location, or if the path is invalid, for example, if the project was moved to another computer, the debugger searches the path containing the EXE followed by the symbol paths specified in the Options dialog box. This path is generally the Debugging folder in the Symbols node. The debugger will not load a PDB that does not match the binary being debugged.