Debug whole Project in Phpstorm?

I searched on net and stackoverflow as well.

But I was unable to find satisfactory answer : How should I debug Whole project (Not a single file) in phpStorm?

I mean like Visual studio or like we debug on Netbeans , Intellij for Java project.

I need to know how to debug an application say like magento.

Because I cant use debugging point for Controller

C:\xampp\htdocs\coinandbuillion\app\code\core\Mage\Checkout\controllers\CartController.php

As it opens that file on controller, and its not properly debugged , gives lots of errors when that file is directly executed,also gives some fatal errors in phpstorm as Controller got executed directly.

Does anyone have idea how to debug project so, it will go from index.php or initalization point of application till the end automatically just like Visual Studio.