How do I debug a Curiosity Board's PIC16F1503?
The PIC16F1503 Product Page states that a separate debug header is required to perform in-circuit debugging on this device. To debug PIC16F1503 code with a Microchip debugger, you will need to replace the MCU with a debug header (Part# AC244051). This header provides the ability to debug the PIC16F1503.
An alternative for debugging the PIC16F1503 without altering a Curiosity board would be to use the PICDEM lab II board (Part# DM163046) for evaluation purposes.