The PhpED install comes with a set of DBG extensions and puts them in a folder, for example
C:\Program Files\NuSphere\PhpED\debugger\server Remember to look in
C:\Program Files (x86) if you are on a 64-bit system.
I personally don't use those but instead download the
NuSphere-phped-6.0-debugger-ssl.zip file, as those support SSL plus my own personal experience is that they have been more reliable, although I don't know if I'm imagining that.
The latest DBG version is 4.0.5
Use phpinfo() to confirm where your extensions are installed to, or use the debug wizard
http://www.nusphere.com/products/dbg_wizard_download.htm which you can copy to a web site and run. Using the wizard will also assist you with confirming if you need thread safe (TS) or non-thread safe (NTS).
Stop your web server, copy the new extension across and restart the web server. Those steps vary according to which web server and distribution you are using.