To perform debugging you need to create a configuration.
There is a Web Dynpro project containing a Web Dynpro application.
...
1. Choose Run → Debug...
2. In the Configurations pane, select the node Web Dynpro Application.
3. Choose New.
4. In the Name field, enter a name for the configuration.
5. On the Debug tab, select the upper Browse... button
6. In the popup, select the Web Dynpro project to be debugged and choose OK.
7. On the Debug tab, select the lower Browse... button.
8. In the popup, select the Web Dynpro application to be debugged and choose OK.
9. In the J2EE engine tab, select the relevant server.
10. Choose Apply.
11. Choose Close.
Alternatively choose Debug to start debugging.