You can create breakpoints in the source editor by double clicking in the gray column on the left-hand side of the editor window, to the left of the line numbers. A blue dot will appear there.
In the following figure two breakpoints have been set: one on line 15 and one on line 30:

Note that you may need to switch back and forth between the Debug and Ada perspectives because the Ada perspective displays the source files for editing. Setting breakpoints in an open file is the easiest method of setting breakpoints.
You can enable line numbers in the source view by a preference. Use the Window menu entry and select "Preferences...", then expand the "General/Editors/Text Editors" nodes and select "Show line numbers."
Also note that you can create breakpoints in this fashion before beginning your debug session. You may also switch back and forth between the Debug and Ada perspectives at any time by clicking on the "Ada" and "Debug" perspective icons in the top right-hand corner of the display.
When a breakpoint has been hit the source view will highlight it:
