JIT Debugging, Where can I found files for settings

After HP health check completed it's job I had info msg:

" JIT Debugging **************
To enable just-in-time (JIT) debugging, the .config file for this
application or computer (machine.config) must have the
jitDebugging value set in the system.windows.forms section.
The application must also be compiled with debugging

For example:

<system.windows.forms jitDebugging="true" />

When JIT debugging is enabled, any unhandled exception
will be sent to the JIT debugger registered on the computer
rather than be handled by this dialog box."

What does it mean, and where could I find these config files. .