The most important place to start is the Event Viewer which shows you errors when an application crashes. Without the source code (or symbol files) you're not going to get much useful information though. You could definitely run the app in the debugger without the source code but you're going to be hard pressed to figure out much.
The general recommendation is to contact the developer of the app and ask for their assistance. If it is an MS product then they provide feedback links in the apps. For other apps it depends on the developer.
The tag in the post is to help classify your question so others know whether they should respond or not. For example by putting vs-debugging you have indicated you need help with using VS to debug something. If the tag is wrong then people may make assumptions that are incorrect (for example tagging a Windows UI with a web tag). But sometimes there is no good tag to use.