Setting Code Breakpoints:

Click on the source/assembly and hit the "Insert or remove breakpoint" button shown below:

or

Click on the source/assembly and hit shortcut F9 to insert a breakpoint.

or

Enter bp <address or symbol name> in the Command window (for BreakPoint)

MS Documentation for bp 1

MS Documentation for bp 2

Listing Code Breakpoints:

bl in the Command window (for "Breakpoint List")

Note the numbers for each breakpoint, as those numbers will be used for other commands like the "bc" below

MS documentation for bl

Unsetting Code Breakpoints:

bc <breakpoint number given by bl> in the Command window (for Breakpoint Clear)

or

Click the "clear" link shown for a given breakpoint in the bl output

MS Documentation for bc

Example video: