launch.json

{
    "version": "0.2.0",
    "configurations": [
        {
            "name": "(gdb) Bash on Windows Launch",
            "type": "cppdbg",
            "request": "launch",
            "program": "/mnt/c/.../target/debug/examples/testapp", // path to crate root here, change executable
            "args": [],
            "stopAtEntry": false,
            "cwd": "/mnt/c/.../target/debug/examples", // todo: path to crate root
            "environment": [],
            "externalConsole": true,
            "pipeTransport": {
                "pipeProgram": "C:\\Windows\\sysnative\\bash.exe",
                "pipeArgs": [
                    "-c"
                ],
                "debuggerPath": "/root/.cargo/bin/rust-gdb",
                "pipeCwd": ""
            },
            "setupCommands": [
                {
                    "description": "Enable pretty-printing for gdb",
                    "text": "-enable-pretty-printing",
                    "ignoreFailures": false
                }
            ],
            "sourceFileMap": {
                "/mnt/c": "c:\\",
                "/root": "c:\\Users\\myusername" // todo: put your user name (path to .cargo parent folder to be exact)
            }
        }
    ]
}