A few things to check:
1) Make sure you have "Debug" selected in the dropdown next to the blue arrow and "Flash" selected as your target next to it.
2) Go to "Tools > Install Software" and tick "Standalone debug flash player". Even if you downloaded it before manually I'd recommend doing it through here so flash develop notices it.
3) Go to "Tools > Program Settings > Flash Viewer" and make sure the external player path is not empty. It should be updated once you do the item above.
4) Go to "Debug > Start Remote Session", then while still in flash develop double click the swf file in "Export/flash/bin".
5) Right click the project then go to properties, then "Compiler Options" and make sure "Enable Debugger" is set to true.
That all being said, I can get the debugger to work on my desktop but I never got it working on my laptop. I think it's because I didn't setup the java paths correctly when installing Lime or something. Hopefully you have more luck!