WinDbg is a low-level debugger for Windows that provides features like usermode debugging, kernel debugging, post-mortem debugging, and support for debugging extensions. It can be used to debug crashes, analyze memory leaks, find deadlocks, and investigate other issues when the higher-level Visual Studio debugger is not sufficient. The document provides examples of using WinDbg commands and extensions like SOS to debug memory leaks, analyze crashes based on offset or dump files, and investigate .NET deadlocks.