WinDbg is a graphical debugger from Microsoft. It is actually just one component of the Debugging Tools for Windows package, which also includes the KD, CDB, and NTSD debuggers.
Its claim to fame is debugging memory dumps produced after a crash. It can even debug in kernel mode.
WinDbg is a multipurpose deubgger for the Microsoft windows computer operating system, distributed by Microsoft.
Debugging is the process of finding and resolving errors in a system; in computing it also includes exploring the internal operation of software as a help to development.