### _Why are the changes needed?_
Add a doc of debugging engine in `debugging.md`.
### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible
- [ ] Add screenshots for manual tests if appropriate
- [x] [Run test](https://kyuubi.apache.org/docs/latest/develop_tools/testing.html#running-tests) locally before make a pull request
Closes#2798 from deadwind4/KYUUBI-2793-debug-engine-doc.
Closes#2793
3f24ca5b [Ada Wang] [KYUUBI #2793][DOCS] Add debugging engine
Authored-by: Ada Wang <wang4luning@gmail.com>
Signed-off-by: Cheng Pan <chengpan@apache.org>