1. You may turn off this menu selection:

(Or uncheck Debugger to turn off the entire apparatus.)
2. The tools are:

Version 10 bugs
Mathematica 10 (and later) seems to have some strange problems regarding the debugger tools window. In 10.0 and 10.1 under Windows once I turn on the debugger I experience the window persisting even after the menu is unchecked; it reappears when I close a Notebook window. I suspect this has to do with the change to individual window menus rather than a menu bar. Fortunately in my case restarting Mathematica removes the tools window, however other people have experienced it persisting between sessions; see:
- Annoying window. How to remove it?Annoying window. How to remove it?
- Issue with the debug tools windowIssue with the debug tools window
- How to close the debugger windowHow to close the debugger window
- Whye does the Debugger Control Palette keep popping up?Whye does the Debugger Control Palette keep popping up?