Download and extract the xdebug source code (I used xdebug-2.5.5).
$ cd xdebug-2.5.5
$ /Applications/DevDesktop/php7_0/bin/phpize
and now the step that was the one that caused most grief figuring out...
$ ./configure --with-php-config=/Applications/DevDesktop/php7_0/bin/php-config CC="gcc -arch i386" CXX="g++ -arch i386"
$ make
$ cp modules/xdebug.so /Applications/DevDesktop/php7_0/ext/