Wing's debugger is for Python code only and doesn't itself handle stepping into C or C++. However, you can set up VC++ or the gdb debugger in conjunction with the Wing IDE debugger to debug errors in either C or Python at the same time.
This can be done either by launching the debug process from Wing and attaching the C/C++ debugger to it, or by launching the debug process with the C/C++ debugger and then initiating debug in Wing by importing wingdbstub in your Python code. To configure wingdbstub, see the manual section on Debugging Externally Launched Code.
To debug the C/C++ code you need to be running with a copy of Python compiled from sources with debug symbols.
See also this additional information on using gdb and Wing together. Using Wing and VC++ is prone to fewer problems and doesn't currently have its own How-To.
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