I have installed VS Code and the PHP debugger.
I am using xampp.
I tried running the code (2) ways (listen and launch).
Have you checked to make sure the firewall allows Inbound connections on Port 9000? I had this exact problem on one of my development machines. While all other settings were correct I wasn't able to hit the break points. Once I added an exception in the firewall it started working.
So if this is what the issue is with your setting, you have two options to fix it.
Assuming that you have the Web Server portion of the configuration setup correctly this should allow you to debug.
Hope this helps.