After connecting the device to the board and to your host machine, you need to start OCDremote listening on a local port for incoming GDB client connections. OCDremote is a server that translates incoming gdb commands into instructions understood by the JTAG device.
To start the OCD remote, obtain the appropriate flags for your JTAG device, USB port, and target board. A complete reference can be found in Appendix A of the Using Macraigor JTAG/BDM Devices with Eclipse and the Macraigor GNU Tools Suite on Windows Hosts documentation from Macraigor.
For example, you can start the OCDremote utility at the command prompt for the Power PC by using the following command:
-c ppc405 -d usb -s 2
You'll notice that GDB is bound to port 8888.
As an external tool, or from the command line, start OCDremote on a local port.