See the documentation here: https://docs.mendix.com/refguide/using-eclipse
You need to start the modeler from Eclipse. Then you can set your breakpoints inside Eclips.
Regards,
Ronald
You can also debug in Mendix and Java simultaneously:
https://docs.mendix.com/howto/monitoring-troubleshooting/debug-java-actions-remotely
Once setup, you can debug the java-code from your MendixModeler. Works pretty nice.