You'll need to use IIS for that. I'm not aware of any good way to do it with IISExpress.
Modify your hosts.config file to point the domains you want to test for at your local machine, and make sure that the matching URLs are set up in the store's admin under Configuration -> Manage Stores. Then just browse to the URLs you want to test, and IIS will route them to your local ASPDNSF install, which will look at the URL the request is for and decide which store to serve up. Then you can set breakpoints, attach to the process, and debug as usual.