They were both prominent socialists at the time. It seems unlikely that they wouldn't speak or exchange letters at some point.
There's no evidence that they met. Lenin never visited the USA and Debs didn't leave the USA.
Debs was a union leader; Lenin despised the very idea of unionism. Debs was keen to involve all people who considered themselves socialists in one, single socialist party; Lenin came to consider the Bolshevik party as an exclusive, elite revolutionary vanguard. Debs frequently used religious imagery in his passionate speeches; Lenin operated more cerebrally, in keeping with the Bolshevik image. They were very different men.
However, Lenin seems to be aware of Debs' work. He briefly quotes Debs and is aware of his situation in An Open Letter to Boris Souvarine and again in Letter to American Workers. Debs' 1918 Canton speech specifically references, and defends, Lenin's decision to make peace with Imperial Germany. In July 1922, according to The Letters of Eugene Debs, Debs communicated his disapproval of the execution of dissidents to Lenin.
I can't find any more explicit links between the two people. The needs of Russian and American revolutionary politics were different, vastly different, and whilst international socialism was growing at this time, there isn't necessarily any reason these two men would have spoken at length.