В английской википедии есть хорошее описание, что такое отладчик и пошаговый отладчик в частности:
> -- Цитата:
> Typically, debuggers offer a query processor, a symbol resolver, an expression interpreter, and a debug support interface at its top level.[1] Debuggers also offer more sophisticated functions such as running a program step by step (single-stepping or program animation), stopping (breaking) (pausing the program to examine the current state) at some event or specified instruction by means of a breakpoint, and tracking the values of variables.[2] Some debuggers have the ability to modify program state while it is running. It may also be possible to continue execution at a different location in the program to bypass a crash or logical error.

И про пошаговость:
> -- Цитата:
> Program animation or Stepping refers to the now very common debugging method of executing code one "line" at a time. The programmer may examine the state of the program, machine, and related data before and after execution of a particular line of code. This allows evaluation of the effects of that statement or instruction in isolation and thereby gain insight into the behavior (or misbehavior) of the executing program. Nearly all modern IDEs and debuggers support this mode of execution.