This is a step-by-step instruction of how to debug CLR code in Visual Studio. It is based on MSDN article Debugging CLR Database Objects. As stated in the comment there, the process can differ for different versions of Visual Studio. I’ve got Visual Studio 2015 Community Edition with Update 3.
1) Run Visual Studio with Administrator rights. It’s needed for VS to attach the SQL Server process.
If you skip this, you might see an error later:
Unable to debug .NET code. Could not attach to SQL Server process on 'VS2015'. Operation not supported. Unknown error: 0x80004005.
2) Open SQL Server Object Explorer in Visual Studio.
3) Right-click server and select Allow SQL/CLR Debugging.
4) Drill down to CLR function, right-click and select Debug Function…
5) In the Debug Function window enter value for input parameter and press OK.
6) Visual Studio will generate a test script and enter into the debug mode.
7) Now you can press F11 to step into the test script code and CLR function.