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Published Fedora Core updates should include the debuginfo RPMs, so that a yum update can update the debuginfo as well as the base package. For example, on a machine I'm using for software development, I recently did an update which upgraded to a new gtk2 package, but the debuginfo was not upgraded, so I had to download the SRPM and build the package myself, when all I needed was the debuginfo which was created when the package was built for distribution. Since Bugzilla forces me to select a component, I'm entering this under yum, but it's not actually a bug in yum (as far as I know; since the updates directory doesn't include debuginfo packages, I can't test whether yum will update them).
look in your /etc/yum.repos.d/fedora-updates.repo you should have an entry named [updates-debuginfo] if you enable that entry then you will have them. I just checked on my fc5 box and it's there.