Build and Run on Remote Machine

On the Remote Machine

Install Rust

curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

Locally 

In IntelliJ, create a Cargo Run configuration. 

For Run on, select an SSH host where you want to run the RUST application.

Remote Debugging 

Build your Binary

Build your application with the debug profile. This is done by omitting the --release argument.

cargo build

On the Remote Machine

Install GDBServer

sudo apt-get install gdbserver

Start the application

gdbserver :1234 /path/to/your/rust_executable

Connecting to GDBServer from IntelliJ

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