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Instructions for debugging code code exist at http://processors.wiki.ti.com/index.php/Debugging_the_DSP_side_of_a_CE_application_using_CCS#Algorithm_Debugging .
However, I find these instructions obsolete and incorrect. I'm using CCS version 4.1.1.00014 and a DM6467T EVM, with a Spectrum Digital XDS510USB connected to the EVM's jtag header. Here's what worked for me, all done from CCS. Note that you do NOT need to put a getchar() pause in your application, as those obsolete and incorrect instructions advise.