In the debugging options of the project, select "Run external program" and enter the path to exe. When debugging starts, VS starts exe, connects to it as a debugger.
When your library is loaded, all breakpoints on your code are activated.
One caveat: with an external program, make sure it loads the DLL you are building, things can be (at best) odd if they load a different version that does not match the source code.
Richard
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