Compile and debug step by step.
Which software is possible use for debug step by step ?
It 'very difficult to debug with Arduino IDE.
Yes it is. You need a special hardware debugger (ISP) to do so. There are several depending on the board you use. Then you can set breakpoints and watch registers and sometimes variables. But that does not work with Arduino IDE - you need AVR Studio for this and compile with AVR Studio. But that is not comparable with debugging local apps on your computer.
I'm using Arduino Mega Ramps with 1.4.
How do I connect an IPS?
Can you tell me the links where I can figure out what to buy and what to download software to do this?
You find it on the atmel homepage, also there are much cheaper clones around. I have no links available, would need to google them myself as well. But I hope you have good programming skills. Normally adding some simple print messages to output is easier and what I normally do to find errors.