creation of debug configuration does not work

[GREAT-DNG]

The problem is that there is no GDB extension in OpenVSX. How is it solved?

[GitMensch]

There are multiple GDB extensions on Open-VSX, including this one.
There is no difference in the general setup between any vscode installation, you need:

• vscode installation (this includes VSCodium)
• a GDB binary for the "target" you want to debug that runs on your local machine (on all GNU/Linux distributions that's commonly only an apt/yum/dnf install or similar away, for Win32 the top results of your favorite search machine for "windows binary gdb" likely help)
• a debug extension (like this one) to couple both (if you don't have the GDB binary in your PATH, then configure it in your debug configuration using the gdbpath setting)

[GREAT-DNG]

I have VSCodium and GDB can be accessed via PATH. But when selecting GDB (after pressing F5), nothing happens, launch.json is not generated. What am I doing wrong?

But with the CodeLLDB extension installed, the LLDB item works, which is why I assume that the problem is in the absence of the extension...

[GitMensch]

It is possible that auto-generation of launch.json via F5 does not work (if I remember right there are two different APIs for that).
So: What about creating launch.json on your own? Note: you can use "code" completion with [ctrl]+[space] to have some suggestions (and also copy what is in the README as a start).

[GitMensch]

I've stumbled over this some days ago. This seems unrelated to VSCodium (and is indeed a bug).
To begin with debugging either create launch.json from scratch or - more easy - go to the "run and debug" view, then click on add configuration (you get the same selection, but it works from there).