gdb + Windows 64: No debugging symbols found

[Виталий Фадеев via Digitalmars-d-learn]

We have:

    // app.d
    import std.stdio;

    void main()
    {
        writeln( "OK" );
    }

Build:
    dmd -m64 -g app.d

OS:
    Windows 10, x86_64
    MSYS2: gdb

Goal:
    gdb app.exe


Problem is:
    $ gdb ./app.exe
    GNU gdb (GDB) 9.2
    ...
    (No debugging symbols found in ./app.exe)

What is a right way to build .exe and debug with gdb ?