There is a splitbutton (menu-button) on the toolbar which consists of some useful functions:
If you press F5 then you can quickly compile and run the current source. In that case of you don't understand something in your program, you give Debug a try in order to find the answer. Make dump is for reporting errors. You can set the path of your favorite Commodore Plus /4 emulator, if LUMYDCTT couldn't detect it correctly.