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Set the Command option to the GateKeeper executable (e.g c:\Program Files (x86)\WinGate\GateKeeper.exe) and specify -debug if you which to run the debug version of your module.
-debug
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The configuration specific paths to your module files are specified in the manifest file attributes debugPath and releasePath which are automatically set up by the WinGate Module Wizard to point to the Debug and Release sub folders of the module you are developing. By default WinGate and the WinGate Management Console will load your module from the releasePath folder. If you wish to load your module from the debugPath folder, specify the -debug flag when running WinGate and/or the WinGate Management Console.
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