Assuming you downloaded UE4 through the Epic launcher, did you include “Editor symbols for debugging” when installing? If not, you will need to do that to be able to debug C++ projects.
You will also need to set your Visual Studio solution configuration to DebugGame Editor to be able to fully trace code and inspect variables.
You can also checkout this github project which is a great resource for the Gameplay Ability System in general and has a section on debugging tips:
Hope that helps