Make sure you have WinDBG (I prefer WinDBG Preview from Microsoft Store on Windows 10)
The next step is to download (PssCor4)[https://download.microsoft.com/download/2/C/E/2CE778CF-3A42-48FE-9EFF-4C76B4ECB147/Psscor4.EXE] and extract it to a folder (e.g. E:\debug).
Once you have that done, you can go to windbg and start the process from there.
Once the first breakpoint is hit in WinDBG, (should happen on start by default) run the following command. Your path to psscor4.dll may differ.
.load E:\debug\psscor4\amd64\psscor4.dll
Next, you'll need to let the application initialize before you run the following command.
.cordll -ve -u -l
Once that's done you should be able to debug as normal.
Remember to use !clrstack