How to load OpenSSL source code into Visual Studio

I tried to step into OpenSSL source code to resolve some issue. I built the debug version of the library. However, as I tried to step into the source code in the Visual Studio, the source code could not be found even if I had specified the Debug Source Files in the Visual Studio. The same thing happened in WinDBG. Then I realized that it might have something to do with the compiler options. From the MSDN, one of compiler options is

/ZI
Produces a program database, as described above, in a format that supports the Edit and Continue feature. If you want to use Edit and Continue debugging, you must use this option. Because most optimizations are incompatible with Edit and Continue, using /ZI disables any #pragma optimize statements in your code.

Then I added this option to the OpenSSL makefile and built the debug version of the library again. I could load the OpenSSL source code into the Visual Studio since then.