You can debug by attaching to the process.
I normally do not run Kentico debugging using Visual Studio with built in IIS express. Kentico is installed on your local IIS, make sure that the web site is running on you local IIS (ie.outside visual studio).
Start VS, open Kentico project but don't run it - attach to the process i.e debug>attach to the process
find the one called something like "w3wp.exe IIS APPPool\your kentico application pool name.. " (make sure that checkbox show pocesses from all users is checked).