It's not impossible but maybe more work than you would think.
C:\Devel\codeblocks\src\plugins\debuggergdb\debuggergdb.cpp has the internals. It's 1600 lines and not really abstracted to support multiple debuggers. What would be good is either
a) create a base class with the ui handling stuff and then derive from it for each specific debugger
b) create a more general class that handles the ui stuff but reads from xml config files. so you could just put
<cmdstep>step< />
etc
But that's reworking a lot of code. Would be good to eventually get working (assuming cdb supports all the primitives used: step, step into, disassemble, etc) since debugging msvc executables which use .pbd debug format isn't supported within the ide currently.
Btw, do the other compilers supported (openwatcom, digital mars, ...) use .pdb files for their debug info or maybe even CV (codeview) format within the exe (because I think cdb can handle these) or are they using some proprietary debug format + debuggers (which of course could also maybe be plugged in as above if that's the case)?