You can't set breakpoints on actions (maybe in a future update).
You can use the debug option in the State Inspector to see the current value of variables. There are also debug options in the Variables tab and Global Variables window.
Then there are Debug Actions that run inline with other actions. You can use these to log debug info the FSM Log or the Unity Console.
Also if you pause the game, and have Debug Flow enabled, you can click back through the Fsm Log and see variable values change....