Normally you can debug ABAP Web Dynpro Application like usual you debug other ABAP Application, you can do this by placing the cursor on the particular line in the code and click to SET/DELETE EXTERNAL BREAKPOINT.
After the breakpoint is set, you can run ABAP Web Dynpro Application and the debugger tool will open on the breakpoint is reached.
ABAP Debugger tool also provides us with a custom Web Dynpro debugger tool that allows us to trace WDA Elements such as WDA Context, UI Element properties in the view etc. You can enable this tool by clicking on the REPLACE TOOL on the right side on debugger screen and select Web Dynpro tool.
Now you can explore and trace Web Dynpro ABAP Elements as picture below.