The Real-Time Data Monitor (RTDM) requires a software library to be added to your application code. Applications using the RTDM library communicate with the IDE through a serial port on the microcontroller. This serial interface typically uses interrupts which may affect your application's timing when running in RTDM mode.
The Microchip web site currently contains a presentation on the use of the RTDM.
Microchip Technology acquires Atmel