Fixed it some other way, for anyone else looking for this:
As pthread is a library it should be mentioned in the target link libraries.
In CMakeLists.txt edit the target_link_libraries(<your_project_name> “${LIBRARIES_FROM_REFERENCES}” pthread) < add the link here. Or if you want to do it via one of the many menu’s, it’s not in the VisualGDB project properties (or at least I couldn’t find it there). Go to the actual project properties, which is the 3rd from the top if you start a new one, right below the visualGDB project. Right click > project properties, then Linker > General > Additional inputs, here’s the previously mentioned “${LIBRARIES_FROM_REFERENCES}, expand it with a semicolon and then the library, like so: ${LIBRARIES_FROM_REFERENCES};pthread
If there’s a more visualGDB-ish method please tell, I like to keep al my settings in one menu 🙂