Hello,
I am using the paid version of VS Micro Pro with VS2017. Both have been updated to the current level. I set up GDB as per the instructions in https://www.visualmicro.com/page/ESP8266-Debugging.aspx.
The hardware is a NodeMCU 1.0 ESP8266.
When I reach for the familiar Debug | Windows drop down, I expected to see disassembly, watch, locals and other windows, but the only ones are:Breakpoints, Exception Settings,Output, Show Diagnostic Tools, and Immediate.

I have made a thorough search of all the forum posts and the web in general and have not been able to find an answer. Maybe Tim can pitch in and tell me what I am doing wrong ? Here is a screenshot:

---

From your screenshot it looks like you have the Serial Debugger selected.

If you go on the vMicro > Debugger Menu, and ensure that the options are set as below:
"Debug: Hardware"
"Hardware Debugger: GDB Stub"
"Compiler Optimisation: No Project + Libraries"

Just re-upload the sketch to the board and press Debug > Attach to Process when this is done, and the debug menu will change view, and show the rest of the watch windows etc.. you are missing.

Just to note in the help page below, the menus have been shown on the toolbar (Micro Board Debug Options), but are the same as you see in vMicro Debugger Menu.

https://www.visualmicro.com/page/ESP8266-Debugging.aspx