To enable debugging for DevExpress scripts, add the setting below to the app.config file.
<switches>
<add name="AllowDebugXtraReportScripts" value="true" />
</switches>
With debugging enabled for XtraReportScripts, run the LIVE report as you would normally do. When you click to bring up the executed report, you would hit a breakpoint as shown below. At this point, scroll to the code where you want to set the breakpoint. That is it!
Note, if the report has sub-reports, you would hit a breakpoint for each sub-report. In addition, when editing a report or validating the script, the breakpoint is also triggered.
Here's a link for more information.