That's not fair the document you linked has been used by many quite adequately. By the way there are many free trials in the software to allow people to try before they buy.
Your problem is you need help with arduino more than with visual micro so please play nice. I am trying to help you but you do need to give more information.
It is also fair to say that you have an advanced additional serial port extension which allows you to use arduino to send serial messages over software serial. It is your responsibility to learn about the hardware you buy and there are many software serial examples and tutorials on the arduino.cc web site. None of this connectivity is unique to visual micro it is just standard arduino.
The visual micro debugger does allow you to debug using software serial without requiring much learning on your part. You do need to know how you want to connect your rx/tx pins. This is your choice based on your hardware and nothing to do with visual micro.
You can find many SoftwareSerial arduino guides that allow you to decide which pins you want to use. Common pins for the Leondardo are pin 8 and pin 9. So connect a wire from pin 8 and pin 9 to your usb adapter noting which is rx and which is tx. Look on your adapter to see the the rx/tx labels.
When you have set your rx/tx (and connected power if required). Please don't ask me how to connect power to the usb adapter that's your job to resolve and differs for all adapters.
After you have connected the arduino to your usb adapter connect a usb cable from your adapter to your pc. If you have installed usb drivers correctly a new COM port will appear in the ports list.
To this point in this message I have not mentioned anything related to visual micro. Just standard arduino and things you need to learn about.
Now that you have a 2nd connection to your pc from your arduino you have the few bits of info you require to follow my original instructions:-
Set the vMicro>debugger>local port to the new COM port
Set the vMicro>debugger>local speed to 57600
Set the vMicro>debugger>Remote port to SoftwareSerial
Set the vMicro>debugger>Rx and Tx pins to the numbers you noted earlier
Now you should be good to go.
If debug does not work then you need to prove your software serial connection is working. Do that by switch the combo on the toolbar from Debug to Release and opening an Arduino Software Serial example that prints to the serial terminal. When not debugging you can open a serial monitor on your new COM port using the "Other" option next to the ports list on the tool bar. Learn about software serial here
https://www.arduino.cc/en/Reference/SoftwareSerial Software Serial has been around for a long time. If you have any issues at all we always recommend that people learn the Arduino IDE basics for a few days or weeks and follow their basic tutorials to first understand your hardware before jumping to quickly into advanced IDE's.
Thanks