If you haven’t dont so yet, read this: Setting Up Your Development Environment for C++ in Unreal Engine | Unreal Engine 5.1 Documentation .
Breakpoints are points that you can set at lines of code to tell the debugger to prior to executing this line. Look here and scroll to “Debugging breakpoint” http://www.dotnetperls.com/debugging .
If you say you’ve done everything correct then I’m not sure where to help : ).
What UE_LOG channel are you using? Since not all are active. I usually use
UE_LOG(LogEngine, Error, TEXT("bla bla"));
when I just want to quickly check.