This tutorial is explained following "basic" application structure.

Create functions.php inside config folder and place this code:

<?php

/**
 * Debug function
 * d($var);
 */
function d($var,$caller=null)
{
    if(!isset($caller)){
        $caller = array_shift(debug_backtrace(1));
    }
    echo '<code>File: '.$caller['file'].' / Line: '.$caller['line'].'</code>';
    echo '<pre>';
    yii\helpers\VarDumper::dump($var, 10, true);
    echo '</pre>';
}

/**
 * Debug function with die() after
 * dd($var);
 */
function dd($var)
{
    $caller = array_shift(debug_backtrace(1));
    d($var,$caller);
    die();
}

Open config/web.php file and include functions.php :

<?php

/* Include debug functions */
require_once(__DIR__.'/functions.php');

$params = require(__DIR__ . '/params.php');
$database = require(__DIR__ . '/database.php');
...

Now you can use debug functions like this:

d($test);
dd($var);

These debug functions will display what variables contain in readable manner, as well as display where the debug call has been called (in which file and on what line of file).