If you want to debug an installed plugin, put a breakpoint in the method that calls the plugin.

For example, for Shipping Rate Computation Methods, you can put a breakpoint in Nop.Services\Shipping\ShippingService.cs in the GetShippingOptions method in this line:

var getShippingOptionResponse = srcm.GetShippingOptions(shippingOptionRequest);

Then just press F11 and you will be inside the plugin, debugging as usual.