CFEclipse perspective does not have a mapping to the CTRL-SHIFT-B key to Toggle Breakpoint by default. You can change this by adding the debugging command to the CFEclipse perpective as follows:
1. Open the CFEclipse Perspective (Window->Open Perspective)
2. Select the Windows->Customize Perspective Menu option to open the Customize Perspective Dialog
3. Select the Command Tab
4. Check ON the Breakpoints and Debug Command groups from the Available command groups
5. Click OK
Alternatively you can click on the line of code where you need a breakpoint, and then select the right mouse-click menu. Select the menu option Toggle Line Breakpoint. You can also double-click in the ruler at the left hand side of the screen to set a breakpoint.