Hello @Roz Zamboni ,
Welcome to Microsoft Q&A forum.
As I know, you need a database to debug your SQL code, for example LocalDB. You might not be able to debug SQL code outside of a database.
Normally, you can select whether to deploy your project or not, by checking or unchecking the "Deploy" option in "Configuration Manager" in Visual Studio, but I think "Deploy" option is not for database related projects.
Have a nice day.
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