Add instructions to debug GMT when called in Julia, MEX and PyGMT

[seisman]

Also time for me to remind @joa-quim and @seisman about Debugging. It would be nice to have information there for how to debug GMT when called from Julia, MEX, and PyGMT, for 3 platforms. IF we want people to help find bugs then we need more people to actually step into the code. The biggest problem is setting up a working GUI debugging system. I can add stuff for debugging MEX on macos, for instance, but I do not know how for Julia and PyGMT. Since one uses Xcode on macOS I think it is possibly to do the same for Julia and Python but have not tried.

Originally posted by @PaulWessel in #3718 (comment)

[stale]

This issue has been automatically marked as stale because it has not had activity in the last 90 days. It will be closed if no further activity occurs within 7 days. Thank you for your contributions.

[seisman]

https://docs.generic-mapping-tools.org/dev/debug.html

We now already have instructions for PyGMT and GMT.jl. The only one missing is the GMT-MEX.

[stale]

This issue has been automatically marked as stale because it has not had activity in the last 90 days. It will be closed if no further activity occurs within 7 days. Thank you for your contributions.