Super simple: run M-x gdb to bring up gdb, and then run M-x gdb-many-windows to make it look like an IDE debugger. it gives you the gdb prompt, the state of variables at any breakpoints, current threads that are running, what is on the stack, where you are in your code... pretty much anything you need from gdb. Compiling your code with the -g flag is a must though, if you want line numbers etc. for your errors/debugging.

As far as setting breakpoints and stepping through, I personally use the gdb console. However, you can set breakpoints by clicking the left margin of the line you want to break on, and I believe there is a key map for stepping through.