Sometimes getting the debugger to catch breakpoints can take a while to sort out. Normally the reasons for it not debugging are that the .dll and .pdb file are not in the directory specified in the CustomAssemblies entry above.
If you setup your debug tab as shown above then you can just run the custom assembly and it will start the client at the same time as it loads your custom assembly. This will also allow you to use the 'edit and continue' functionality.
Simply select the Desktop_Client.exe from the directory containing your client and ensure the Working Directory is the same directory.