This is indeed some information available.

DEBUG_EVENT (and the rest of the Debug API) is officially described in MSDN here: http://msdn.microsoft.com/en-us/library/windows/desktop/ms679308(v=vs.85).aspx

There is a nice CodeProject article: Writing a basic Windows debugger and its sequel: Writing Windows Debugger - Part 2

And finally, a complete list of references from Devon Strawn: How to write a (Windows) debugger - References