Right-click the activity and select Enable breakpoint or in the Debug windows in Breakpoints tab by check-in the microflow to debug. Attached screenshot for your reference. Hope this is useful.
The breakpoints are in effect for whatever you connected your studio pro to, so if you’ve successfully connected your debugger to your environment, it will use those breakpoints. Important to note is that all breakpoints you’ve added before connecting remote will be disabled (not removed – they’re still there as a red dot outline) and any new breakpoints you add are added disabled. Both of these can be enabled via right-click → enable breakpoint.