If you use recent vim, you need to install vim-whatever-py2 (say: vim-nox-py2). For now vim is using python 3 and vdebug is using using version 2.
：断点不是编辑命令 - Vim Vdebug
I've just configured xdebug + vdebug + fpm + nginx + vim stack for server side php debugging, but faced "Not an editor command" error in Vim, while trying to set breakpoint with :Breakpoint.
The courious thing is that Vdebug seems up and :help Vdebug displays help info.