I guess in this case you wouldn't need to debug the controller as cli.
Make sure that web root is set to public, you would see it in the Solution Explorer as a blue icon instead of folder.

You can set it in the project properties, Application tab.

Than you can set the server as PHP Build-in server and place a breakpoint into your controller. Then press F5.

If you really want to debug it as CLI, or you have other server already setup, then "Custom" is the way to go. Just make sure Server URL is setup before pressing F5

In both cases the breakpoint should get hit in the controller:

Please let me know if that helped.