You don't need to build libvlc to use it. You can just load the already built DLL.
To get the DLLs, if you want nightlies, go for
https://artifacts.videolan.org/vlc/nightly-win64-llvm/ for v4, if you want stable 3.x see
https://artifacts.videolan.org/vlc-3.0/nightly-win64/
Now, if you want to build libvlc yourself for whatever reason, and be able to debug the code using the VS debugger, your only reasonable option is to build using Clang (and not MSVC from VS).
Start here:
https://code.videolan.org/videolan/vlc/ ... lab-ci.yml this file contains all you need to understand how to build, including references to the needed docker images, which buildscripts to invoke and how. If you check the win32 buildscript (referenced in the CI file linked above), you will notice an option to generate PDBs which VS will pick up.