In phped instructions regarding using debugging via tunneling:
<<<
Make sure sshd (server host - machine where dbg is installed) has opened forwarded listening socket. The following command below should show 7869 port in listening state (this assumes that you left default debugger port 7869 unchanged): netstat -na|grep 7869
>>>


If I dont have an opened forwarded listening socket, how do I get one?
Jeff

I am OpenSSH on the server, and added the following line in /etc/ssh/sshd_config:

And of course, you have to restart sshd after making the change

normally, if you connect to your server using ssh client with appropriate tunnel settings, it will open forwarded socket on that server.
So, first please check with your ssh client if tunnel settings are correct.