gdb + Windows 64: No debugging symbols found

[Виталий Фадеев]

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 ?