In most cases setting up Project Properties and possibly adding``Run Arguments`` in File Properties (right click on the editor or Project tool) is sufficient to set up the debug environment.
Another way to manage debug entry points is to define Named Entry Points from the Debug menu. These can optionally be bound to a key binding.
Wing also provides Launch Configurations as a way to define environment that is shared by different debug entry points (and in Wing Pro, execution entry points, or unit tests).