Hi,
VisualGDB supports Segger J-Link and any programming interface supported by OpenOCD (that includes FT2232-based devices such as Olimex ARM-USB-OCD-H and almost every other popular debug probe). The only exceptions are U-Link (as it’s based on proprietary protocols not supported by OpenOCD) and generic CMSIS-DAP (it’s technically supported, although is very slow due to the USB HID poll rate limitations).
You can read more about the supported devices and debug interfaces here: http://visualgdb.com/hwsupport/