Microsoft's Visual Studio (Visual Studio | Developer Tools and Services | Microsoft IDE) is becoming the standard for many different kinds of development. Not only is there a very good free version in Visual Studio 2015 Community but also you can develop for Android and iOS as well as with Python.
Alternatively you might be looking for Visual Studio Code which is a free IDE, and has an amazing community, its popularity is growing all the time.
This is a basic task and one that is often assumed and hence overlooked. Visit Introduction to Debugging - The Visual Studio Blog - Site Home - MSDN Blogs for a good starting point.
Sometimes you just need to know how to do something quickly with the keyboard, see ShortcutExporter for details on how as well as a link to the output.