if you are looking for some automatic tool i am not aware of anything
that does it for you automatically

there are some utilities like dbgmaker by istvan hajnal (aka pisti)
that adds an entry for .dbg files

but if you are interested in doing it manually with ollydbg

i can try posting information on adding your own debug directory
to some known executable

assuming its pdb2.0 (NB10) signature not rsds (PDB.7.0)

i have done it once manually

but i have to recall how i did it is kinda pain to add debug directories

can you post some details about the pdb file (use andrew de quincys pdbdump) or clive turveys toys.exe or matt pietreks debughelper

you can also visit oleg staradumov debug info .com he has a set of utilities
to help