x86_64-w64-mingw32-gdb: command not found

Have You tried accessing the binary with the full path?

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On Debian possible default full paths are:

/usr/bin/x86_64-w64-mingw32-gdb - from package: gdb-mingw-w64

You may install the required package with command apt-get install {package}
Error in other languages:
x86_64-w64-mingw32-gdb: bevel nie gevind nie
x86_64-w64-mingw32-gdb: comandă negăsită
x86_64-w64-mingw32-gdb: comando não encontrado
x86_64-w64-mingw32-gdb: commande introuvable
x86_64-w64-mingw32-gdb: command not found
x86_64-w64-mingw32-gdb: käsku ei ole
x86_64-w64-mingw32-gdb: không tìm thấy lệnh
x86_64-w64-mingw32-gdb: komanda nerasta
x86_64-w64-mingw32-gdb: Kommando nicht gefunden.
x86_64-w64-mingw32-gdb: kommandot finns inte
x86_64-w64-mingw32-gdb: komut yok
x86_64-w64-mingw32-gdb: nie znaleziono polecenia
x86_64-w64-mingw32-gdb: níor aimsíodh an t-ordú
x86_64-w64-mingw32-gdb: no se encontró la orden
x86_64-w64-mingw32-gdb: no s'ha trobat l'ordre
x86_64-w64-mingw32-gdb: opdracht niet gevonden
x86_64-w64-mingw32-gdb: parancs nem található
x86_64-w64-mingw32-gdb: perintah tidak ditemukan
x86_64-w64-mingw32-gdb: príkaz nenájdený
x86_64-w64-mingw32-gdb: příkaz nenalezen
x86_64-w64-mingw32-gdb: команда не найдена
x86_64-w64-mingw32-gdb: командата не е открита
x86_64-w64-mingw32-gdb: 命令找不到
x86_64-w64-mingw32-gdb: コマンドが見つかりません