I have made a search in PyCharm with classical Ctrl+Shift+F, and I just want to set a breakpoint at every line in result for debugging at once.
Does exists some functionality in the IDE to do this?
There's no such feature, unfortunately. Though you can place breakpoints manually in "Find in Path" preview window for a given search item.
Feel free to create a feature request in PyCharm's bug tracker https://youtrack.jetbrains.com/issues/PY