If you want to add a Windows configuration to an existing VisualGDB project, you can use the VS configuration manager to add it and then switch the configuration type from NMake to Application.
Unless you are using the new MSBuild backend, VisualGDB configurations are normal NMake configurations (from VS point of view) that simply call VisualGDB.exe to do the actual build. If you change them back to normal Application configurations, VisualGDB won’t engage and you will be able to build an debug them normally.