We are trying to follow the steps which are mentioned in the document. Debugging .NET assembly Template Building Blocks But we are not able to find the "TcmTemplateDebugHost" Process in the "Attach to Process dialog" box.
In order to debug against the "TcmTemplateDebugHost" locally, you need to setup Remote Debugging (link below). If you have access to the CM server itself, you can also run Template Builder on the CM and debug directly against the TcmTemplateDebugHost process assuming Template Builder is running.
There used to be some extensions required which would run the SDL Tridion Content Manager render/publishing engine in a local context, but SDL now provides a way to do this out of the box.
You can find the documentation here explaining how to debug remotely. But basically you just need to run the Visual Studio Remote Debugging Monitor on the CM server, and then you should be able to open Visual Studio and Template Builder locally and attach to the remote process running on the CM server.
You do need to actually execute a TBB in Template Builder for the process to spin up. You should see in Template Builder (assuming logging is on Debug) the id of the process which was started:
Debugging was started in process 'TcmTemplateDebugHost' with id 12716
Once you see that line, you can verify on the CM server that the process is running in the Details tab of Task Manager.
Hope this helps.