Start debug at any point

Start debug at any point

Is it possible to enter debug mode at any point without setting a break
point since the location of the code is unknown to me?
The code I'm looking at was written by a genius in a hurry and as such,
I'm struggling - the code (and project) is vast and I'd rather not step
through the entire thing especially since events are being trigged on new
threads, others are polling on other threads, API's are being executed etc
and as such debugging is difficult.
When the application is running, code is being executed at any point. So,
is there a way to tell Visual Studio (2010 or 2012) "add a break point to
where ever you currently are (or if you're in an API or something
unmanaged, wait until you're back in the solution)?". At least I can then
get an idea what project/files are being executed and start debugging from
that point. Or is there already an 'approach' for this?