The debugger has to be open before you can set any breakpoints. I used one of the scripting index ButtonBox examples to demonstrate:
Names Default To Here( 1 );
New Window( "Example",
Button Box( "press me", <<setFunction(
Function( {this},
this << setButtonName( "thanks" )
)
) )
);
Click "Debug Script" from the toolbar, Edit menu, or context-click menu. In the debugger, context-click on the line within the Button Box function to set a breakpoint, and then click "Run" from the toolbar. The script will then run without interruption until the button is pressed.