General instructions, based on my experience and research.
- Run Visual Studio (community version, in my case) as Administrator (for me, debugging a stored proc from VS only works when VS is run as an admin)
- Go to the Solution Explorer, right click on your project and go to properties.
- Click on the Web tab and make sure that SQL Server is checked. Save and close.
- Click on the View menu, then on SQL Server Object Explorer.
- In the SQL Server Object Explorer, expand SQL Server and if you don't see your SQL Server, right click on SQL Server and add it.
- Right click on the SQL Server that you just added and make sure that both Application Debugging and Allow SQL/CLR Debugging are checked.
- Expand your SQL Server instance that you added and find the stored procedure of interest.
- Right click that SP and click View Code.
- Put a break point where you wish.
- Run and enjoy.
You may have to do some of these things next time you wish to debug a stored proc from VS after you close VS and open it up later.