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Install CLion, IntelliJ Ultimate or CE through the direct download link or using the JetBrains Toolbox. CLion provides a built-in debugger interface but its not free like IntelliJ CE - which does not provide the debugger interface. (IntelliJ seems to lack the toolchain for that, see this discussion intellij-rust/issues/535)
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Install the Rust Plugin by navigating to File -> Settings -> Plugins and press "Install JetBrains Plugin"
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Restart CLion/IntelliJ