Currently you can only debug into local files (which SWI has mapped to URLs). For URLs that aren't successfully mapped, SWI should get the content from the browser and display it as a transient file for you to step through, inspect etc.
Admittedly this is a less important scenario than it is for the browsers' tools because Sublime is an editor. You're assumed to primarily be debugging sites directly as you're authoring them locally.
Currently you can only debug into local files (which SWI has mapped to URLs). For URLs that aren't successfully mapped, SWI should get the content from the browser and display it as a transient file for you to step through, inspect etc.
Admittedly this is a less important scenario than it is for the browsers' tools because Sublime is an editor. You're assumed to primarily be debugging sites directly as you're authoring them locally.