The OutputDebugString function sends a string from the process being debugged to the debugger by generating an OUTPUT_DEBUG_STRING_EVENT debugging event. A process can detect whether it is being debugged by calling the IsDebuggerPresent function.
The DebugBreak function causes a breakpoint exception in the current process. A breakpoint is a location in a program where execution is stopped to allow the developer to examine the program's code, variables, and register values and, as necessary, to make changes, continue execution, or terminate execution.
The FatalExit function terminates the current process and gives execution control to the debugger, but unlike DebugBreak, it does not generate an exception. This function should only be used as a last resort, because it does not always free the process's memory or close its files.