In order to install the debugger on the openvox puppet agent ruby we just need to utilize the gem command from the puppet agent package. This is located under /opt/puppetlabs/puppet/bin/gem. You may find it useful to install the binaries somewhere else too. In this example I install the binaries under /opt/puppetlabs/bin.
/opt/puppetlabs/puppet/bin/gem install puppet-debugger -N --bindir /opt/puppetlabs/bin