The GDB window is how CGDB allows the user to interface with the GNU debugger. If you wish to pass a command to GDB, simply type it into this window and GDB will receive the command. This interface is intended to be 100% identical to using GDB on a terminal.
There is a limited set of keys that can be typed into this window that CGDB interprets and handles, instead of sending to GDB. They are all available in GDB Mode.
CGDB attempts to buffer commands the same way they would be if you typed them at the terminal. So, if you type several commands before a single one finishes, they will each be run in order. There will be no way to stop these commands from being run besides from typing Ctrl-C, like you would at any normal terminal when working with GDB.
CGDB also supports regular expression searching within the GDB window.