PHP 5.6.0 alpha finally ships with an interactive debugger called phpdbg.
phpdbg project page: http://phpdbg.com/
PHP does not have an internal debugging facility. You can use one of the external debuggers though. The » Zend IDE includes a debugger, and there are also some free debugger extensions like DBG at » http://www.php-debugger.com/dbg/, the » Advanced PHP Debugger (APD) or » Xdebug.