This is the simplest case. Both the DLL and the program have GDB compatible debugging information. It is then possible to break anywhere in the process. Let's suppose here that the main procedure is named ada_main and that in the DLL there is an entry point named ada_dll.
The DLL (Introduction to Dynamic Link Libraries (DLLs)) and program must have been built with the debugging information (see GNAT -g switch). Here are the step-by-step instructions for debugging it:
$ gdb -nw ada_main
This step is required to be able to set a breakpoint inside the DLL. As long as the program is not run, the DLL is not loaded. This has the consequence that the DLL debugging information is also not loaded, so it is not possible to set a breakpoint in the DLL.
(gdb) break ada_dll (gdb) cont
At this stage a breakpoint is set inside the DLL. From there on you can use the standard approach to debug the whole program (Running and Debugging Ada Programs).