You want to debug soffice.bin, as soffice.exe loads that in a separate process. You can copy soffice.bin to sofficebin.exe if it has to be called ".exe" for your debugger.
Debugging with Visual Studio
Debugging a non-debug exe
Problems tend to raise exceptions, you want to catch them before the exception happens. Run sofficebin.exe in the debugger and look at the Output window. Exceptions look like this:
First-chance exception at 0x7c81eb33 in sofficebin.exe: Microsoft C++ exception: com::sun::star::uno::RuntimeException @ 0x00e1e690.
0x7c81eb33 is the address of the instruction following the call to raise the exception. Go to this address in the disassembler, find the instruction before (which will be a call instruction), and set a break point there.
Then when an exception occurs, you can see in the call stack where it is coming from.
Debugging with gdb
This is currently not working. Trying to debug soffice.bin ends up with a segmentation fault. Any suggestions appreciated!
Stderr and stdout
Using normal command-line in Windows, you cannot see the standard out or standard error. The trick is to start OOo (soffice.exe) from cygwin. You can easily pipe stderr (soffice.exe 2> log.txt) or stdout (soffice.exe >log.txt) to a file.