Pretty old question but here's a clear explanation for anyone in future.
Issue is that the debugger was looking for a.exe but your build file will probably be named different.

Changing the values of program
variable to "${workspaceFolder}\\${fileBasenameNoExtension}.exe"
will fix this issue. This should be in the tasks.json
and the launch.json
.
This env variable takes care that the right name is substituted. Now set a breakpoint and press f5
.
Further details here and here.
Here's a full preview of a working launch.json
"configurations": [
{
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "${workspaceFolder}\\${fileBasenameNoExtension}.exe",
"args": [],
"stopAtEntry": false,
"cwd": "C:\\MinGw\\bin",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"miDebuggerPath": "C:\\MinGw\\bin\\gdb.exe",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
}
And a full preview of tasks.json
.
"tasks": [
{
"type": "cppbuild",
"label": "C/C++: g++.exe build active file",
"command": "C:\\MinGW\\bin\\g++.exe",
"args": [
"-fdiagnostics-color=always",
"-g",
"${file}",
"-o",
"${fileDirname}\\${fileBasenameNoExtension}.exe"
],
"options": {
"cwd": "${fileDirname}"
},
"problemMatcher": [
"$gcc"
],
"group": {
"kind": "build",
"isDefault": true
},
"detail": "Task generated by Debugger."
}
],
"version": "2.0.0"
NOTE: As explained here and here, you might want to set "externalConsole": true
if your code needs input from user.