First things first:
Okay, there are three things I'd like to share with you. It's not the full recipe but the key ingredients that were first confusing me are:
The important sections to configure are "Servers" and "PHP Remote Debugging".
To configure "PHP Remote Debugging" you have to first add a new dataset using the [+] in the top left corner. The panel you get from just clicking on the "PHP R D"-button just keeps the default settings!
Absolute path regarding the VM actually means the absolute path starting from root (\mnt\hgfs\sf\Symfony). This was confusing to me cause I am still not sure why PhpStorm cares about directory levels above the shared folder. but it does.