The default setup for KDevelop is to use the internal debugger. You can change this under Options select the "KDevelop setup" menu item, and then the Debugger tab.
Click on "Use external debugger" if you wish to use a different debugger and enter the name of the debugger to use. See your debuggers documentation on how to run it.
Selecting the internal debugger enables an additional set of options you can choose from:
Display static members: Displaying static members makes gdb slower in producing data within kde and qt. It may change the "signature" of the data which QString and friends rely on. But if you need to debug into these values then check this option.
Display mangled names: When displaying the disassembled code you can select to see the methods mangled names. However, non-mangled names are easier to read.
Try setting BPs on lib load: This will try to set pending breakpoints on loading a library. If GDB hasn't seen a library that will be loaded via "dlopen" then it will refuse to set a breakpoint in that code. We can get gdb to stop on a library load and hence try to set the pending breakpoints. See Shared libraries and breakpoints for more details and a "gotcha" relating to this behaviour. If you are not "dlopen"ing libs, leave this off.
Enable floating toolbar: This will allow you to use the floating toolbar to control the debugger in addition to the menu and buttons. The toolbar is most useful for debugging GUI applications. For details see The floating toolbar.