这是Delphi 自带的帮助，够详细吧！：-）
Run|Trace To Next Source Line
Use this command to stop on the next source line in your application,
regardless of the control flow. For example, if you select this command
when stopped at a Windows API call that takes a callback function,
control will return to the next source line, which in this case is
the callback function.
Run|Trace Into
Choose Run|Trace Into to execute a program one line at a time,
tracing into procedures and following the execution of each line.
The Trace Into command executes the program statement highlighted
by the execution point and advances the execution point to the next statement.
If you issue the Trace Into command when the execution point is located
on a function call, the debugger traces into the function,
positioning the execution point on the function抯 first statement.
If you issue Trace Into when the execution point is
positioned on the end statement of a routine, the routine returns
from its call, and the execution point is placed on the statement
following the routine call.
If the execution point is located on a function call that does not have
debugging information, such as a library function, the debugger runs that
function at full speed, then positions the execution point on the statement
following the function call.
By default, when you initiate a debugging session with Run|Trace Into,
the product moves the execution point to the first line of code that
contains debugging information (this is normally a location that contains
user-written code). To trace into start-up code that the product automatically
generates, see Stepping through code.
In addition to tracing into procedures, you can step over them,
executing each procedure as a single unit. Use Run|Step Over to
execute procedures as a single unit.
An alternative way to perform this command is:
Choose the Trace Into button on the toolbar.
