Programmer Studio provides integrated debugging as part of a Programmer Studio project, so you will need to have a project setup and ready to use before you can begin debugging. Please refer to Chapter 6, Developing Projects, in the Programmer Studio User Guide.
It is recommended that all source/list files included within the debug target (program) that may need to be opened within Programmer Studio should be included in the current project.
Before continuing, please also ensure that the target has indeed been compiled to include the information required by the debugger, or you have access to the relevant symbol or list files. For GDB this will usually involve specifying a compiler command line option that will include additional information in the program to be debugged. For HPe3000 debuggers this may involve creating a LISTFILE during the compile.