It's not in tool menú.
It's an executable that must be in: $LazarusDir()/tools/debugserver/
But in my Lazarus, it doesn´t exist. I had to compile the project that was in that place, for getting the executable.
Once executed, the "debugserver.exe" work fine. It show the message of my app, if I use the unit "dbugintf" and call the function "SendDebug()".
But it need, to have the debugserver.exe, always running. If I stop the process, it give me an Error on execution time. (It's the same of using WriteLn on no "win32 gui application" mode).