1）打开编译好的debug下的xll
2)project property->Configuration Properties Debugging
set Attach as "Yes"
set Command as "C:\Program Files\Microsoft Office\OFFICE11\EXCEL.EXE"
Finally,I found a solution here.
To enable debugging:
1) Goto Project->HelloWorld Properties
2) On the left expand "Configuration Properties"
3) Expand "C/C++"
4) On the left, Select "General"
5) On the right, change "Debug Information Format" to "Program Database For Edit And Continue (/ZI)"
5) On the left, Select "Optimization"
6) On the right, change "Optimization" to "Disabled (/Od)"
7) On the left, expand "Linker"
8) On the left, select "Debugging"
9) On the right, change "Generate Debug Info" to "Yes"
10) Click ok
11) Set your breakpoints
12) Rebuild your application
Also when running your application use Ctrl+F5 to build and run it, this keeps the console window open long enough for you to see your output.