Using separate debug info files with Windows DLLs

Does the "debug link" method work with Windows DLLs produces by MinGW
GCC and GNU Binutils?

The "Separate Debug Files" node of the GDB manual talks only about
executables, and doesn't mention shared libraries.  If those methods
are supposed to work with shared libraries in general, and Windows
DLLs in particular, then I wonder (a) would the Windows loader live in
peace with the additional .gnu_debuglink section that needs to be put
there, and (b) when will GDB load the debug info using this method?

My use case is that I have an installed DLL which is stripped of its
symbols, but I need some of the debug information from the library to
display opaque data structures the library exposes to the calling
applications.

Thanks in advance for any help.