VisualGDB is merely a GUI around the command-line tools from Espressif (in particular, OpenOCD). So normally, all devices supported by it should work out-of-the-box.
If not, please make sure you can get it working by running OpenOCD manually (see the instructions on the Espressif’s website). As soon as you get it working, you can select the same OpenOCD scripts in VisualGDB debug settings, and it should work the same way.