For now this is the best approach I could find:
1- Manually include gdbmidebugger the public "uses" clause of debugmanager.pas file located in lazarus/ide and recompile ide.
2- Install gdb and gdbserver on Linux.
3- Make a cross compile Lazarus.
4- Set IDE options/Debugger to gdbserver and in the debugger options on the bottom set Debugger_Remote_Hostname to remote Linux machine IP or name and set the port to 2159.
5- Add a Linux build mode to project option.
6- Build project.
7- Use whatever tool like WinSCP to move binary file to Linux machine.
8- Run gdbserver on remote machine like this : gdbserver host:2159 ./project1
9- Set breakponits where you want.
10- Run project in your IDE and test it.
I edited wiki for now :
http://wiki.lazarus.freepascal.org/Remote_Debugging#Using_gdbserver