What exactly doesn't not work? the code in shared projects is linked directly into each of your real projects, you should be able to debug it just fine (set breakpoints, step into it), assuming you have debug symbols turned on for your project.
what steps do you take and what fails? is this in Fore or Visual Studio?
(To debug into RTL itself, you'd need to rebuild that in debug mode, of course. But i don't think that's what you're looking to do, right?)