When you use P4INDEX (or SSINDEX -System=P4), you might see "zero source files found". Check that your workspace doesn't have forward slashes in the name (e.g. D:/Source/depot/).
Why is this a problem? Well, P4INDEX runs p4 have ..., which returns, for example //depot/whatever/file.cpp#42 - D:/Source/depot\whatever\file.cpp.
The PDB contains files of the form D:\Source\depot\whatever\file.cpp. Note the backslashes. P4INDEX doesn't consider these equivalent, and so it can't get the revision details for the files named in the PDB.