The trick is to copy the DebugViewXNA project from the samples into your own project; otherwise you have to implement a concrete version of the DebugView abstract class yourself. As far as I can see everything you need is in the DebugViewXNA project.
In your game, or whatever, right click the solution and select Add from the popup menu. Select existing project and browse to the DebugViewXNA project (contained within the samples). This should copy the DebugViewXNA into your own project so
you can use it. To get it to auto-compile right click on your startup project and add a reference to DebugViewXNA. This will force Visual Studio to compile it before compiling your code. Alternatively you can compile it manually by right
clicking on it and selecting build.
In your code, write similar stuff to what I put in be debugview example and you should see the debug info when you run your code.