Seems a work to be done like here with How to get code completion when using Kode Studio? with autocompletion … “thus as said @Lubos, a way to quickly auto-generate build file when opening Kode Studio from Blender, so it can pick it up for code” and now here also for debugging.
Waiting for that to be done, I think that Lubos could set in the help minimal info on how to set you Kode Studio Preferences to do it asap, inspired by this page https://code.visualstudio.com/docs/editor/debugging and this one https://code.visualstudio.com/docs/editor/debugging#_global-launch-configuration
In order to not have to reset everything after each install, it’s the reason why I prefer to use a Kode studio installed appart than the 
Another advantage I see is that when you need to restart Armory (for example after modifying the blender.py), you don’t need to restart Kode Studio too.