GDBGUI _ when gdb is missing.

[duaneellissd]

Describe the bug
A better error case is required when the GDB executable is not found.

To Reproduce
Specify a non-existent GDB executable on the command line when you start GDB-GUI
On Linux, gdbgui proceeds and launches the browser
The browser gives a strange/weird error "the connection closed"
And the console terminal where GDBGUI was invoked does not give a good error message.

Expected behavior
A proper error message, ie: "GDB" executable is not found and/or failed to execute.

Screenshots

Please complete the following information:

• OS:
• gdbgui version (gdbgui -v): 0.15.1.0
• gdb version (gdb -v): GNU GDB (SiFive GDB-Metal 10.1.0-2020-12.8) 10.1
• browser [e.g. chrome, safari]: FireFox
• python packages (pip freeze): Not easy to get this output from my linux server right ow

Additional context
I came across this bug because I did something wrong, and it took a while to figure out what was wrong.
A fix for this would make it easier for users to do better with GDBGUI.