Simply add the package lazDebuggerFp and rebuild the IDE. This will add an new entry to the drop down list of debuggers in the global options (tools menu) "gdb (with fpdebug)"
There is no pure fpdebug yet (well there is a command line fpd, but it is not usable yet).
So gdb is still required.
At this stage fpdebug will do some (not yet all) of the watches. Testing has only just begun, so there is a chance that incorrect values are shown sometimes. There is a entry in the run menu, to temporarily see what gdb returns.
All in all: It does not yet offer any advantage (except maybe a little faster watches on win).
The only reason to install it, is to help testing.