It sounds like you're looking for something listed fairly prominently in the docs, which is the set of methods that let you programmatically invoke the debugger on expressions, code in strings, or functions:
I use these when I'm already at the pdb prompt (generally having gotten there by encountering a well-placed pdb.set_trace() statement) and want to test out, for example, variations on some method calls that aren't called in my source but which I can call right in the current context, manually.
If that's not what you were looking for, do you simply want the "step" command instead of the "next" command at the prompt? (It's unclear what you really want here. An example might help.)