You just need to call gdb with the executable (it does not matter if it is yours or a 3rd party one). Here is an example where I debug the ls command and set a breakpoint in the (shared) c library. This example uses gdb 6.8 which supports deferred (pending) breakpoints which makes this easy:
gdb /bin/ls
GNU gdb 6.8-debian
Copyright (C) 2008 Free Software Foundation, Inc.
License GPLv3+: GNU GPL version 3 or later <http://gnu.org/licenses/gpl.html>
This is free software: you are free to change and redistribute it.
There is NO WARRANTY, to the extent permitted by law. Type "show copying"
and "show warranty" for details.
This GDB was configured as "x86_64-linux-gnu"...
(no debugging symbols found)
(gdb) b write
Function "write" not defined.
Make breakpoint pending on future shared library load? (y or [n]) y
Breakpoint 1 (write) pending.
(gdb) r
Starting program: /bin/ls
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
(no debugging symbols found)
[Thread debugging using libthread_db enabled]
(no debugging symbols found)
(no debugging symbols found)
[New Thread 0x7f98d2d23780 (LWP 7029)]
[Switching to Thread 0x7f98d2d23780 (LWP 7029)]
Breakpoint 1, 0x00007f98d2264bb0 in write () from /lib/libc.so.6
(gdb)
As you can see dgb automatically manages all threads used by the executable. You don't have to do anything special for threads there. The breakpoint will work in any thread.
Alternatively if you want to attach the debugger to an already running application (I use tail -f /tmp/ttt here as an example):
ps ux | grep tail
lothar 8496 0.0 0.0 9352 804 pts/3 S+ 12:38 0:00 tail -f /tmp/ttt
lothar 8510 0.0 0.0 5164 840 pts/4 S+ 12:39 0:00 grep tail
gdb
GNU gdb 6.8-debian
Copyright (C) 2008 Free Software Foundation, Inc.
License GPLv3+: GNU GPL version 3 or later <http://gnu.org/licenses/gpl.html>
This is free software: you are free to change and redistribute it.
There is NO WARRANTY, to the extent permitted by law. Type "show copying"
and "show warranty" for details.
This GDB was configured as "x86_64-linux-gnu"...
(no debugging symbols found)
(gdb) attach 8496
Attaching to program: /usr/bin/tail, process 8496
Reading symbols from /lib/librt.so.1...(no debugging symbols found)...done.
Loaded symbols for /lib/librt.so.1
Reading symbols from /lib/libc.so.6...(no debugging symbols found)...done.
Loaded symbols for /lib/libc.so.6
Reading symbols from /lib/libpthread.so.0...(no debugging symbols found)...done.
[Thread debugging using libthread_db enabled]
[New Thread 0x7f24853f56e0 (LWP 8496)]
Loaded symbols for /lib/libpthread.so.0
Reading symbols from /lib/ld-linux-x86-64.so.2...
(no debugging symbols found)...done.
Loaded symbols for /lib64/ld-linux-x86-64.so.2
(no debugging symbols found)
0x00007f2484d2bb50 in nanosleep () from /lib/libc.so.6
(gdb) b write
Breakpoint 1 at 0x7f2484d57bb0
(gdb) c
Continuing.
[Switching to Thread 0x7f24853f56e0 (LWP 8496)]
Breakpoint 1, 0x00007f2484d57bb0 in write () from /lib/libc.so.6
(gdb)