WinGDB can work with your existing Visual Studio C/C++ projects. This enables multiplatform conversion of already developed Windows software. Any C/C++ project can be configured. Other languages (like C#) are not supported, though.
WinGDB support multiple configurations of Visual Studio projects. For example, you can have one set of configurations for Windows development and another one for Linux development.
One of the ways to configure existing Visual Studio project is to use the Project Configuration Wizard. When you click the right mouse button on a project name inside Solution Explorer, a context menu appears. There is WinGDB sub-menu containing several options.
Click Project configuration wizard... and the wizard window will appear. Please refer to this section for more information about the wizard.
Another option, recommended for more advanced users is the Properties dialog. Here you can configure every option and aspect of WinGDB. Click the Properties option in the above menu, and the dialog will appear. The properties edited in this dialog are user-level (see here and here). For persistent properties, to the Manage properties submenu and click Persistent properties....
You can find more information on properties in this section. The dialog also contains selector for Configuration, Platform and System. Properties are set separately for each combination of these parameters. You can find more information on that topic in this section.