How to add the Debug button to SSMS v18?
Debugger is deprecated in SSMS18 as @LowlyDBA said in his answer.

For those who look for an alternative, you can use SQL Server Data Tools (SSDT)/Visual Studio to debug a query.


Connect to a SQL server (in Tools menu)
Open a new query (Server explorer, right click, new query)
Type in your query
Execute with Debugger


From the SQL menu



From the Drop down list next to the execute icon in the query window



From the context menu in the query wondow