To create a debugger using ICoreDebug in .NET, first set up your project with the necessary libraries (Microsoft.DebugEngine and Microsoft.DebugEngine.Interop). Initialize the debugger by creating the ICoreDebug interface and accessing core services like ICoreDebugServices. Attach to a target process using ICoreDebugTarget, and set breakpoints with ICoreDebugBreakpoint. Control the execution of the target process using ICoreDebugControl, allowing you to step through or continue execution. Subscribe to debug events (e.g., when a breakpoint is hit) through ICoreDebugEventCallbacks. This provides a structured approach to interact with and control the debugging process.