I do not know what kind of background and experience you have, so the below general advice which I intend for beginners may not be all applicable to you.
If you are learning, focus on practicing, and developing methodological understanding. Rather than on particular technicalities. I am not familiar with xdebug or any other particular debug extension (seems to be something of the sort), and I've came far. Do you need this?
Also; setting up your database service, http server and php yourself is something that I think is essentially useful experience, rather than counting on automated procedures.
As far as learning, go through practices, and when you have questions or curiosity about something, or whenever you think there is a need, take it steps further, setup your own practices and experiments. At appropriate times, do some of your own complete applications, from planning to realisation, you will learn by experience and finding things out as you need it.
Underlying methodology and implication as such is so substantial a matter, you need to read, apply and cultivate your understanding yourself, and possibly get lectures.
Also, an advice; practice algorithm/pseudo algorithm development, it is essential. It does not matter in what language and whether procedural or object oriented, it is a general matter. If you have the possibility, take some course which consists more or less of solving different computing questions. It will help you a lot to get a solid grounding in computer programming.
Examples are necessary, it is as important to work through them yourself and follow them up with your own developments.