For the best results, compile your source files with the -g option to make your program more debuggable. The -g option causes the compilers to record debugging information in stabs or DWARF format into the object files along with the code and data for the program.
dbx parses and loads debugging information for each object file (module) on demand when the information is needed. You can use the module command to ask dbx to load debug information for any specific module, or for all modules. See also Finding Source and Object Files.