DEBUG Mode doesn't work in D3D11CreateDeviceAndSwapChain

i use (windows-rs)[https://github.com/microsoft/windows-rs] to develop an app using DirectAPI, but i found that it can not get debug information, eventhough i enable D3D11_CREATE_DEVICE_DEBUG in when using D3D11CreateDeviceAndSwapChain, I don't see the debug message in the terminal where the program running. I use vscode, rust, windows-rs, here some sample code:

```rust
pub fn from_handle(hwnd: HWND) -> Self {
        let mut p_device = None;
        let mut p_swap = None;
        let mut p_context = None;
        let mut sd = DXGI_SWAP_CHAIN_DESC::default();
        sd.OutputWindow = hwnd;
        sd.Windowed = true.into();
        sd.BufferDesc.Width = 0;
        sd.BufferDesc.Height = 0;
        sd.BufferDesc.Format = windows::Win32::Graphics::Dxgi::Common::DXGI_FORMAT_R8G8B8A8_UNORM;
        sd.SampleDesc.Count = 1;
        sd.SampleDesc.Quality = 0;
        sd.BufferUsage = windows::Win32::Graphics::Dxgi::DXGI_USAGE_RENDER_TARGET_OUTPUT;
        sd.BufferCount = 2;
        sd.SwapEffect = windows::Win32::Graphics::Dxgi::DXGI_SWAP_EFFECT_FLIP_DISCARD;

        unsafe {
            D3D11CreateDeviceAndSwapChain(
                None,
                D3D_DRIVER_TYPE_HARDWARE,
                HMODULE::default(),
                D3D11_CREATE_DEVICE_DEBUG,   // !! here i use DEBUG MODE
                None,
                D3D11_SDK_VERSION,
                Some(&sd),
                Some(&mut p_swap),
                Some(&mut p_device),
                None,
                Some(&mut p_context),
            )
            .expect("D3D11CreateDeviceAndSwapChain failed");
        }
        let mut p_render_target: Option<ID3D11RenderTargetView> = None;
        unsafe {
            // Get the back buffer
            let p_back_buffer: Option<ID3D11Resource> = Some(p_swap.as_ref().unwrap().GetBuffer(0).expect("GetBuffer failed"));
            // Create the render target view
            p_device
                .as_ref()
                .unwrap()
                .CreateRenderTargetView(p_back_buffer.as_ref(), None, Some(&mut p_render_target as *mut _))
                .expect("CreateRenderTargetView failed");
        }
        Graphics {
            p_device,
            p_swap,
            p_context,
            p_target: p_render_target,
        }
    }

Is DEBUG mode an exclusive feature of VS Studio?