You can set a breakpoint on any instruction that has a toggle button to
  its left in the annotation area.  These are the lines for which the
  compiler has generated executable code (routine declarations,
  assignment statements, and so on).

  To set a breakpoint on an instruction:

  1.  Find the instruction on which you want to set a breakpoint.

  2.  Click on the toggle button to the left of that line.  (The
      breakpoint is set when the toggle button is filled in.)