Question about "apply a kgdb patch to a linux kernel source"

[Ya]

Hi,
I am new for Linux. I need to ask you a stupid question:
I need to install the kernel debug to linux kernel. I download the kernel
Patch. I don't know how to install it. In the instruction, it only says:
"apply a kgdb patch to a linux kernel source". My question is HOW? What
action should I take?
Could anyone tell me what "apply ... to..." means here. Generally, 'Apply'
means you need to fill a form, and submit the form to someone, I don't see
how? here:-(  Please tell me the exactly commands.

Thanks in advance,

Ya