On Windows WinGDB can debug programs compiled in one of two environments: MinGW or Cygwin. In order to use Cygwin, the following configuration steps needs to be performed:
Open the WinGDB/Preferences dialog. On General tab, there is a section related to Cygwin:
You should now be able to debug Cygwin programs the same way as MinGW programs (using "local" as the connection address).
If you want to debug a MinGW program, you must turn the Cygwin option off. These two environments are incompatible.
Cygwin introduces its own mechanism for directory mappings. Local files and directories on Windows are mapped onto virtual Unix-like filesystem. WinGDB automatically respects this mapping in Cygwin mode. You don't need to specify source mappings in WinGDB, as opposed to remote mode. Also, these mappings won't work in Cygwin mode. They are intended for remote mode only.