GDBGUI _ when gdb is missing.

**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.