We added a debugger in the IDE to the VS Code extension recently as well! See here.
The main underlying debugging engine in Julia right now is JuliaInterpreter.jl. We then have three different front-ends: Juno, the VS Code extension and the REPL Debugger.jl. The three front-ends are independent of each other.
While it is great how much progress we have made with debugging in Julia, I do think it is important to point out that this is an area that is still very rough. If you come from Python and are used to some of the excellent debuggers there, then just be warned that none of the options in Julialand right now will give you an experience that is as smooth and polished and fast.