This is set in the shell environment. For example, if you just want to see it for one command, that can be done on the same line as the command itself.
For example, say the command you are testing is this:
netlify deploy --prod -d public
You can set that environment variable for just the one command by appending it like so:
DEBUG='*' netlify deploy --prod -d public
If there are other questions, please reply anytime.