CodeLite IDE

I'm coming from Windows/Linux background and am porting my app to OSX.
I have come to the problem on how to install GDB. It seems an elite task and not for the faint hearted.
Since some here develop on MacOSX, how do you manage such problem? What do you use for your project as toolchain in MacOSX?

Note: Compile goes fine but debugging fails. After all I have done all I have is:

I found an answer here. All the answers I read from internet failed to mention one step, that is:

Finally, in the view, double-click on the new certificate, and set "When using this certificate" to "Always Trust"