Never tried that, don't know if it is possible... Do you mean "inject" or "loaded" in the other process? Depends a lot, if GDB can do it.
If the other process "loads" the dll:
you can always use "Attach" ("Run" menu) to attach to the other process, and if gdb finds the debug info, of the loaded library, then you should be able to debug it.
Or use "run param" for your dll project, and set the other app, as starter app.