CLion supports GCC and Clang compilers. This means that on Windows you can select between MinGW (or MinGW-W64) and Cygwin environments, Microsoft Visual C++ compiler (mind, the debugger is not available in this case) or Windows Subsystem for Linux toolchain.
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 (along with msbuild), try our ReSharper for C++.
As for the debugger, CLion includes bundled GDB 8.1 for Linux and Windows (note, no GDB is bundled for Cygwin on Windows) and GDB 8.0 for macOS, bundled LLDB 5.0 on macOS and Linux. Custom GDB 7.8.x-8.1.x can be selected in CLion settings as well.