You just run it like any other interaction. In emacs if I want to compile a file I type M-x compile, and it asks me how. That creates a new buffer in which errors are linked to the original buffer. M-x gdb works the same way.

Emacs would split the terminal screen, showing the gdb interpreter/prompt in the bottom pseudo-window where you could interact with it, and the source code for the current function in the top "window", with a visual "pointer" at the current line.

I know you could put watch expressions into gdb, and I suspect there was a way to pull these into another emacs text window, as well.

Gdb also had commands to list the stack and select a frame further down to see the callers data. I don't remember if the source code view (in emacs) would track the selected frame.