Hi,
With the ESP32 projects, VisualGDB uses the regular ESP-IDF build commands to configure and build the project. Please try building the projects manually and compare the build command line with the one shown in the VisualGDB Build Output window.
If VisualGDB is missing some build steps, or runs some command lines incorrectly, please let us know and we will be happy to fix it.
If the ESP-ADF projects build on Linux, but don’t build with the Windows-based toolchain, it is likely a bug of the ESP-ADF itself and it should be reported to Espressif instead.