I run MacOS (sometimes Linux) so I don’t know if there’s any special setup for Windows. Suggest maybe you file an issue with @KronicDeth on the plugin’s GitHub page, or maybe he’ll respond here. He’s always been pretty helpful to me when I’ve had any issues with the Plugin.
Is it only in debugger that you have problems, or do you also have issues with running the server or iex through IntelliJ? If the latter, it might be something with how the Elixir SDK is configured in Settings. AFAIK there nothing specific to Debugger in Settings that needs configured (at least on MacOS/Linux).
FYI - I use it in RubyMine, so its possible that IntelliJ has other configuration options/needs.