Your thread would better fit into "Installation and Deployment" .

You have the source of Qt?
The you should compile it with the configure option -debug-and-release.
After the nmake you will have two version of the Qt libraries, e.g. QtCore4.dll and QtCored4.dll.
The 'd' in the second filename marks the file as the one with debug information included.
When compiling as debug version in Visual Studio you can step into all Qt functions.