Here's some quick steps to get you started:
1. Download the Web Developer Express Edition for free (though registration is required to activate it).
2. Create an empty web site, File-->Web Site...-->Empty Web Site.
3. Deposit the files you wish to debug in the web site folder, and open the file you wish to debug. Place desired break points. (Or you can skip this step if you just intend to just navigate to a URL later.)
4. Click the "Start Debugging" button. If you skipped step #3 and wish to navigate to a URL, then you may want to put at least one
5. Controls are in the Debug menu. F10 will step over, F11 will step into, etc.
6. All the expected debugging views are there: Call Stack, Locals (variables), Watch, and so forth.