Static build of Assimp using Cmake & VS2013: cannot find assimpd.pdb

Question

I am trying to statically build Assimp on Windows to later make a standalone executable. Here is what I did:

1. I downloaded the 3.1.1 version and used Cmake GUI.
2. I unchecked BUILD_SHARED_LIBS and checked ASSIMP_BUILD_STATIC_LIB
3. Clicked on configure and Generate
4. Opened the solution with Visual Studio 2013 in administrator mode
5. Right cliked on ALL_BUILD and build

At this point everything worked fine. Then I tried to build INSTALL (right click > build) and it failed with:

file INSTALL cannot find
"C:/Users/.../assimp-3.1.1/build/code/Debug/assimpd.pdb"

I have two questions:

1. Should I actually build INSTALL as I only want a static build?
2. If yes, what did I do wrong/what should I do to fix this?

Thank you very much for your time!

PS: I checked the directory Debug and there is only a assimpd.lib