It should work on a 64 bit PC, with a 32 bit lazarus installed. There is a 32bit to 64bit cross compile add on, and it includes the 64 bit gdb.
Otherwise set up the path to gdb with whatever macros you need:
$(LazarusDir)\mingw\$(TargetCPU)-$(TargetOS)\bin\gdb.exe
You will need 2 gdb, on. 32 bit , and one 64 bit.