in Delphi TIPS :: 
One way to locating errors while designing your code is to use the integrated debuger. If you set a breakpoint on a line in your source code, the line that contains the breakpoint appears in the Code editor highlighted.
What if you need to "dive" into the source code Delphi controls are made of? What if you need to step through the CreateParams method of the TCustomForm class?
Read the full article to learn How to Debug Delphi VCL Source Code (Set a Breakpoint in the VCL).
Related:
You forgot one important step. After setting “Use Debug DCUs”, you must perform a full Build (Shift-F9), not a normal compile, or the debug DCUs won’t get linked.