Hi,
The Transact-SQL debugger feature works with SSMS version 17.9.1 and earlier, it was removed from SSMS version 18.0. But you can install and use SSMS 17.x and SSMS 18.x side by side.
The demand for the debugger to be put back to SSMS 18 is very high on the SQL server use feedback, second only to the dark theme.
Also have a look on this similar case.
How to debug tsql code in Visual Studio since SSMS v18 does not have a debugger