I want to debug in ECB to use its power. I think there is no built in debugging layout for ECB. (Possible useful windows are: stack, breakpoints, locals, threads, gdb command window etc.)
Do I need to create a customized layout in ECB or is there any other way that people use?
The reason why there's no ECB-specific solution to that problem is that
M-x gdb
already provides the IDE-like interface that you're looking for (including all the windows you mention). See https://www.gnu.org/software/emacs/manual/html_node/emacs/GDB-Graphical-Interface.html for details