It seems like the "Debug Monitor" as used in the documentation is no longer relevant. It sounds like it was a separate application by Graphisoft for debugging and it's not distributed anymore with the API DevKit as mentioned here:
https://helpcenter.graphisoft.com/knowledgebase/25738/. In that article it says to just use the Visual Studio output window. So you are doing the right thing there.
Here are two points which I had to do to see the output of the DB functions in Visual Studio. Maybe one of those solves your issue.
(I use VS 2019 but I think there isn't much difference to VS 2017 concerning this issue.)
1. Make sure to use "Attach to:"-> "Native code" when attaching to the Archicad process. This is selectable in the "Attach to Process" window of VS. (mentioned here:
https://archicadapi.graphisoft.com/getting-started-with-archicad-add-ons)
2. You can right click in the VS output pane and disable some messages. I had to disable "Module Load Messages" and "Module Unload Messages" to get rid of clutter and see the things I logged with the DB functions.
I did download the Debug Monitor zip file and unzipped it as mentioned in the Blog.
Do you mean the zip file from this blog post?:
https://archicadapi.graphisoft.com/tools-for-debugging
If so, I think it's not necessary. The files just give a nicer representations for looking at variables during debugging, but I don't think it would make a difference for DB function calls. Or do you mean another zip file? (I couldn't find anything else)