Added how to compile and install kdbg from source

README.md

-The goal of this repository is to document how to configure (or extend) various applications (vscodium, pandoc, etc.).
+The goal of this repository is to document how to install and/or configure (or extend) various applications (kdbg, vscodium, pandoc, etc.).

kdbg/README.md

+# What is Kdbg?
+
+Kdbg is a nice native frontend to the GDB debugger.
+However, kdbg is not available in Ubuntu 20.04 anymore. Therefore, to install it on this distribution one needs to compile it from source.
+This is what we describe here.
+
+# Compiling and installing Kdbg from source
+
+The instructions given here apply to any Ubuntu 18.04 or 20.04 systems (and their derivatives such as Xubuntu, etc.).
+
+Install the required development packages:
+```
+apt-get install git build-essential cmake extra-cmake-modules qtbase5-dev libkf5style-dev gettext libkf5xmlgui-dev
+```
+
+Clone the repository:
+```
+git clone -b maint https://github.com/j6t/kdbg.git kdbg.git && cd kdbg.git
+```
+
+Specify the base directory where Kdbg will be installed: replace `install_dir` with a base directory of your choice. If `-DCMAKE_INSTALL_PREFIX` is omitted, it will be installed system-wide (in `/usr/local/`) which I personally don't recommend as it will pollute the system and will be tricky to cleanly remove later.
+```
+cmake -DCMAKE_INSTALL_PREFIX=install_dir .
+```
+
+Install Kdbg. If you want to do a system-wide install, the command below must be run as `root` (since non root users can't write in `/usr/local`).
+```
+make install
+```
+