How to write a Custom Debugger for Microsoft Visual Studio 2005

Microsoft Visual Studio is a highly extensible software platform. We can use Microsoft Visual Studio 2005 SDK to implement new features for Visual Studio 2005 IDE.

There are plenty of information on "How to write a Debugger" is available in the Microsoft MSDN website.
https://msdn2.microsoft.com/en-us/library/bb145316(VS.80).aspx

There is a complete example on how to write a debugger engine using ATL COM.