On Emacs the GUD major mode, makes using GDB from the GUI quite convenient.

Does VIM has anything similar?

if you are using neovim, nvim-dap has support for debug adapters, which includes gdb in addition to several other languages (python, nodejs, java etc). Here [1] are available debug adapters.

It is noteable that nvim-dap just provides support for debug adapters, if you are looking for nice UI, there are other plugins such as nvim-dap-ui [2].

In vim land, there is vimspector. I have not used vimspector myself, but from what I hear, it is slower than nvim-dap.

[1] https://microsoft.github.io/debug-adapter-protocol/implement...

[2] https://github.com/rcarriga/nvim-dap-ui