It is possible to debug a multitasking application from GNATbench. The following example uses the "Dining Philosophers" sample from the GNAT distribution. That example project can be found under the compiler installation in the directory share/examples/gnat/simple_project/.
After opening the project in GNATbench, place a breakpoint at line 18 of the file diners.adb. Then create a new debug configuration and select debug. After hitting that breakpoint and halting you should see something similar to the screenshot below:

Instead of seeing one task and one stack in the debug window, we now have a number of them displayed in a tree view. From that window it is now possible to navigate from thread to thread and up and down the threads individual stacks. This allows you to view local variables or evaluate expressions in the context of the thread and stack frame of your choosing.