In Programming FlexSEA-Execute 0.x we went over using the MiniProg3 to program Execute. With the same tool, the MiniProg, you can also debug your program. As a starting point, please look at the CY8CKIT-002 PSoC® MiniProg3 Program and Debug Kit page. Check the references, especially ‘Miniprog3 User Guide.pdf’ that covers all the basics in a few pages. The PSoC® Creator Tutorial – Introducing the Debugger video gives a great overview of the tool in only one and a half minute.
When using the GUI and USB, I prefer to program the board (and by that I mean Release mode, not debug mode), launch the GUI, and then use Attach to Running Target and click Play/Run. That way I can make sure that the debugger won’t prevent proper USB enumeration.