right clicking on a line of code will highlight it in a certain colour (my devcpp uses green, but I may have changed the settings somewhere along the way....)
Then click the right-most (i think) of the compile/run icons. When it gets to the line you clicked, the program will stop.
You can then click "step" to move one more line down your code. If you come to a method, "step" will execute the method and set you at the next line beyond, but you can click "step into" BEFORE the method to step through that method as well. While in debug mode, hovering (or right clicking) a variable should bring up its' value in the screen on the left hand side. Continue will continue to execute code as normal until either it hits another break point or completes the programme. Stop execution will (obviously?) stop the program where it is an reset the variables.
There are more complex things you can do to track variables if you like. If you specify other things you want to do, someone may be able to elarborate....