One way to do this is to use Cmake's "file" function like so.
if(CMAKE_BUILD_TYPE EQUAL "RELEASE")
file(GLOB filelist ${PATH_TO_PDB_FILES}/*.pdb)
file(COPY ${filelist} DESTINATION ${PATH_TO_PDB_DESTINATION})
endif(CMAKE_BUILD_TYPE EQUAL "RELEASE")
The first "file" function call uses the "GLOB" option and that generates a list (called "filelist") of .pdb files located in the "PATH_TO_PDB_FILES" directory.
The second "file" function call uses the "COPY" option and it uses the file list generated by the first "file" function call and copies those file in the "PATH_TO_PDB_DESTINATION" directory.
I also put the if statement to check if you are doing a release build. (Assuming you only want to do this on release builds.)
EDIT: If I understand correctly you want to copy the pdb files at the installation phase. If this is the case this should do it:
INSTALL(DIRECTORY ${PATH_TO_PDB_FILES}
DESTINATION ${PATH_TO_PDB_DESTINATION}
CONFIGURATIONS Release
FILES_MATCHING
PATTERN *.pdb
)