As Fabien said, you need to use the debug mode, which is achieved by adding the "debug" key to the GET arguments in the url or clicking the "Activate Developer mode" link.

Another thing to note is that, by default, the technique used to disable the browser cache can also disable the debugger breakpoints, which is a problem for debugging.

To use another another cache disabling feature that does not perturb the debugger, you can add and additional key to the url: "no_sugar". Then the debugger will work correctly even if you reload the page and/or modify your files. The cache of the browser will also be disabled.