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There is no "Debugger Window" item on the "View" menu. However, you can still open it using "Ctrl-5". But new users would certainly like a menu item, too ;-) This bug also applies to 31b4. I didn't check the earlier builds.
Verified in Netbeans 3.1 (build 23).
Resolved for 3.3.x or earlier, no new info since then -> closing.