For debugging in Visual Studio, see the page on Debugging in Visual Studio.

1. Make sure that CMAKE_BUILD_TYPE was set to Debug when you created the project or make file with CMake.
2. Navigate to the directory where you installed OpenJK
3. Launch the openjk.x86.exe or openjk.i386 binary with the arguments +set sv_pure 0 +set r_fullscreen 0 +set fs_game OpenJK. If you are debugging your own mod, you can change the value of fs_game to the name of your own mod folder.