Lazarus invalid debugger

I installed: Lazarus 1.4.0 / FPC 2.6.4 Lazarus WinCE Cross Compile inside the C: \ Lazarus folder

In Lazarus I made the following configuration:

1 - link

2 - link

3 - link

I created a form with a button to test only, when running it receives the error:

  

The debugger "$ (LazarusDir) \ mingw \ $ (TargetCPU) - $ (Targe ... \ gdb.exe does not exist or is not executable.

I have these options if I put any of them in error.

link

Did I have to install anything else?