It’s useful to have both client and server projects in a single solution so you only need one copy of Visual Studio running and don’t get lost alt-tabbing back and forth especially if they share common code such as a data model project.
Normally, you will set one start-up project in your solution, but if you want debug both the client and server applications at same time in the same solution, you can easily achieve it by right-clicking on the solution, then you can choose properties, choose Multiple startup projects and select the Start action for the projects you need to attach to.