You can select the program to execute in the debugger panel under the target tab:
(See label ```Target: /home/lars/test/program```)
Not sure if the debugger plugin allows entering commands for gdb. I did not find an option for that myself. Maybe someone else knows the solution.
Alternatively you can try the other debugger plugin called scope debugger. But if you got questions regarding that plugin, please open a new thread/issue.
For general information or introduction to a plugin from geany-plugins have a look at https://plugins.geany.org.