The app note states:

"C++BuilderX uses the GNU (a recursive acronym for ¡°GNUs Not Unix¡±) Debugger (GDB) for on-target
debugging. GDB is an open-source debugging tool that implements a protocol for remote debugging. For
C++BuilderX, a small GDB controller, a stub, on the remote device, implements this protocol. This stub
communicates debugging information to the GDB program running on the host PC. C++BuilderX controls
the host GDB and, through it, can work with the remote stub.

Usually, the remote debugging protocol works over a standard serial connection. Series 60 devices such as
the Nokia 3650 and Nokia 7650 imaging phones do not support serial cabling. Bluetooth, therefore, has
been used to implement a virtual serial connection between the PC and the remote device, as shown in
Figure 9."

As posted before, the gdbstub.exe file cannot be installed
on the 3650.