You should use their custom launcher, from ludei
it replaces the app your making on your phone, and boot your coocoonjs zip from an url or sd card .
Steps would be:
Aquire custom launcher from ludei, install on your phone (remove original app)
my way: have wamp server installed on your windows box, place exported cocoon JS file in your webserver directory.
with your phone, hooked to wifi network on which your computer with wamp resides, start custom launcher, enter the IP / url of your wamp server with the cocoon zip file .. and voila .. instant testing with debugger :D