CLion supports GCC and Clang compilers. This means that on Windows you can select between MinGW (or MinGW-W64) and Cygwin tool sets.
You can also use the Intel compiler, but some issues are possible since this case currently is not covered by our internal testing suite.
Note: If you are using Visual Studio for C++ development (and Visual C++ Compiler), try our ReSharper for C++.
As for the debugger, CLion includes bundled GDB 7.8 (except for Cygwin on Windows), while bundled LLDB 3.6 is available in the OS X CLion distribution package. Custom GDB 7.8.* can be selected in CLion settings as well.