I\'ve gone to http://sourceforge.net/project/showfiles.php?group_id=2435, downloaded the Automated MinGW Installer for MinGW 5.1.4 and at the same time the GNU Source-Level
In a command prompt I browsed to C:\MinGW\bin and ran:
mingw-get.exe install gdb
That fixed it for me. Not sure if it matters but I have C:\MinGW\bin in my path (guess I probably didn't need to browse to C:\MinGW\bin).
The TDM GCC/MinGW32 builds installer includes gdb. It's gcc 4.4.x with all the core binary packages required for basic Windows development, and is widely used without any unusual problems.
The Current Release (5.2.1) version of gdb at the project files page has always worked for me. The download is a stand-alone .exe, you don't need anything else.
But I'll bet the .exe in the 6.8 package will work, too. I'd try using just the .exe, and then if there are problems, try extracting the other files from the 6.8 package. (Though that may cause problems with the rest of the MinGW installation.)
Update: There seems to be a 7.something version. I haven't tested it thoroughly, but it seems to work, even with gcc 3.
You can safely overwrite the files prepackaged with MinGW with the (newer) ones from the gdb tarball. You can also choose not to overwrite them - just make sure to pick either one set, i.e. avoid mixing files from the older and the newer package.
Most of the offending files are probably not really relevant to you anyway. For example, the files belonging to the libbfd library aren't required for gdb's day to day operation, they're used if you want to extend the debugger or write debugging tools yourself.
At any rate, make a backup of the mingw directory before untarring the new release. It's very easy since MinGW is self-contained in that directory. That way, if anything should malfunction, you can just delete the directory and restore from the backup.
Usually for installing gdb in windows, You have to 2 ways to install:
1) use ready-made binaries that were build and compiled from GNU gdb by some provider (easy to install)
2) use minimal mingw or cygwin package then after install gdb inside it.
Open cygwin or mingw terminal and just type the following to make sure it is already installed
$ gdb --version
REF: http://rpg.hamsterrepublic.com/ohrrpgce/GDB_on_Windows
Get Wascana Desktop Developer. It combines MinGW, gcc, Eclipse and gdb in one package.