Never done that. But I would suggest the following.
1) Make sure the windows version of gdb, runs and works under wine.
Best to test that from command line, so you can see all errors, if any occur.
- Copy the gdb.exe and libraries (c:\lazarus\mingw\gdb\...) to your linux/wine (If you have a window installation of lazarus on that system, then you already have them)
- have some project.exe (empty form) compiled with debug info.
Run (in the gdb folder, so libraries are found)
gdb.exe project.exe
In gdb (30 is a line number)
b unit1:30
r
if that all works, you likely can use gdb under wine.
All you need is to have a lazarus install. (sorry remote debug does not really work yet)