It is disabled by default. It can be enabled by default by adding to the php.ini:
xdebug.default_enable = 1
Alternatively, it can be loaded in runtime:
xdebug_enable()
In some cases, installing xdebug directly from PECL may not work. If so, it's possible to do a source install instead.
Download the tarball, configure and install it. You will have to override parts of the default autoconf items so it will properly use your current version of libtool.
phpize aclocal libtoolize --force autoheader autoconf ./configure --enable-xdebug make make install
Once it is built and installed, include the extension in the relevant php.ini file. Use zend_extension along with the full path of the shared object file.
[xdebug] zend_extension=/usr/lib64/php5.4/lib/extensions/no-debug-zts-20100525/xdebug.so