@FvM: I know but for this either I have to use MPLAB® ICD 2 Debugger or MPLAB® Simulator.
and I already tried MPLAB Simulator, is very hard but very interesting. And as far for PICKIT3 i never tried .cof for debugging, also I think only ICD 2 can be used for .cof but to be honest I really dont know that .:-|