You can enter the interactive debuging either by executing a TRACE instruction with a prefix "?" or when calling REXX from command line issuing as a first argument the trace option:
In interactive debug, interpreter pauses before the execution of the instructions that are to be traced and prompts for input. You may do one of following things:
During the execution of the string, no tracing takes place, except that non-zero return codes from host commands are displayed. Execution of a TRACE instruction with the "?" prefix turns off interactive debug mode. Other TRACE instructions affect the tracing that occurs when normal execution continues.