Since there are many supported target architectures, notation conventions are used in this manual to avoid repeating instructions that are very similar.
Cross-development commands like gcc and gdb will be shown with a TARGET- prefix. You need to replace TARGET- with the correct prefix before using the command. Just using gcc or gdb will use the tools for the host, which is not (usually) what you want.
For example use arm-elf-gcc and arm-elf-gdb for ARM, Thumb, and StrongARM targets. Use xscale-elf-gcc and xscale-elf-gdb for Intel Xscale targets. Use i386-elf-gcc and i386-elf-gdb for IA32 targets. And so on, the exact prefix to use is shown in the documentation for each target.
Note that some versions of the GCC cross compiler generate executable files with the .exe suffix on Windows, but not on Linux. The suffix .exe will be omitted from executable file names, so you will see hello instead of hello.exe.