It is easier to open the packages and edit it there (more work, but easier)
Not sure what you want to archive, but if it is something like:
step through Button1Click, and after stepping out of it, run your app, until for example Edit1Changed is triggered, then you need to set a breakpoint.
There is no stepping function (neither F4, F7 nor F8) that will find the next triggered event automatically.
Also as I said, if you are in Button1Click then you can not use F4 to get to Edit1Changed.
If you remove debug info, they will either Run (F9), or open the assembler view.