Warning: I don't use Windows, these instructions are untested. Install MSYS2: https://www.msys2.org/ Then install the gdb-multiarch package https://packages.msys2.org ...
Godot v4.5.beta (80a219a) - Fedora Linux 42 (KDE Plasma Desktop Edition) on X11 - X11 display driver, Multi-window, 1 monitor - Vulkan (Forward+) - dedicated NVIDIA GeForce RTX 5090 (nvidia; 575.64.05 ...