rr uses gdb as the actual debugger part, so anything that works in gdb will work in rr. (you won't get rr running on windows though, as it is very much linux-specific, having to wrap all of its syscalls. The linux symbol info thing is DWARF)
When you replay a recording, rr first starts its custom gdbserver (which reads from the recording instead of from a live process) then starts a gdb process that connects to it.