drkonqi has support for installing debug packages if the generated backtrace is incomplete caused by missing symbols. On linux this support is provided by a shell script, which runs a distribution specific package manager, which is called to install missing debug packages. On windows there is currently no support to install debug packages.
It's not actually a shell script, it's just by default named that way. The distributor, on windows I would argue that is the person creating the exe, is responsible for adding a suitable helper that takes care of the debug package installation.