I wrote this article here where I talk about how to debug and troubleshoot an Azure Bot service. Since the development approaches are very similar between the Bot Service and an Azure Function, I wonder if this feature will ever support the Bot Service. It would be much easier doing that versus the example I documented. That would be cool.
You can download the Visual Studio Tools for Azure Functions here.
Then in Visual Studio select File –> New –> Cloud –> Azure Functions (Preview)
Nonetheless, look at this video where this capability is discussed. Enjoy and give it a try.