All of the basic info needed to solve simple problems is generally available on the internet.
A simple web search for 'sql developer debug 12c returns this link to an article by Jeff that answers your very question.
If that process doesn't work for the latest version of Sql Dev then please report a bug to Oracle using your MOS account.
Thank you for your contribution. I already did a "simple" web search and read Jeff's article which links to Galo Balda's post (see above). I did all the steps suggested. Also I read documentation. Up to now I think it's not a bug, because I have same reaction with version 17.4. My hope was someone is saying "Hey, i had the same problem. Look, this is missing...".
Make sure the DB Server can connect to the machine where SQL Developer is running.
I know it seems odd but the DB connects to YOU for debug. Not you to the DB.
As you suspected it was the firewall blocking the database connecting to my machine. Thank you for your help.