It is possible to use a Python debugger with SocExplorer, to do so you need to install winpdb (packaged on fedora).
import rpdb2; rpdb2.start_embedded_debugger('some password')
Note that you have to provide the same password than used to start the server!
You should get a list of running sessions like this:
And once connected, you should get this:
Note that you need to click on the arrow to start debugging but SocExplorer will not evaluate the python file, you need to execute by dragging your file in the SocExplorer Python console, then have some fun!