The trigger is associated to an Application. The application then is assigned a script (you can view this under Tools --> Application Management --> ).
When you setup reactive debugging and select the script you want to debug, it essentially is waiting for the CCX Engine (on the back end) to wait until this script is activated via an application (which again is where the trigger is associated to). So, when you call the trigger number, it activates the application, activating the script it will then trigger the reactive debugger in the CCX Editor.
Regarding the triggers, they can be created via the application (you'll notice a link that says Add a Trigger) or via the call control submenu (triggers, Add New).
Triggers should be created with partition and CSS information so that it can be accessed by whoever intends to use the application.
If you want to change the trigger to a different number, simply add a new trigger with the appropriate information.