Paste this into the editor and then run it with F9.
If you have the privilege, you will see DEBUG CONNECT SESSION in the result grid.
select *
from session_privs
where privilege like '%DEBUG%'
If you don't have it, ask your DBA to grant it to you. If you intend to debug objects owned by other users in the database, you will also need DEBUG ANY PROCEDURE (or the DEBUG privilege on the objects that you intend to debug)