Previously Windbg was available separately to download. But for the latest versions, Microsoft keeps it as part of Windows SDK. Please find the download links below.
The latest version of Windbg for Windows 7 can be downloaded from the link http://www.microsoft.com/downloads/en/details.aspx?FamilyID=6b6c21d2-2006-4afa-9702-529fa782d63b&displaylang=en
Download winsdk_web.exe from the above link. Note that this does not download the whole SDK, it’s just an installer. Once you run the file, you can select which tools you would like to be downloaded. If you are interested only in Windbg, you can exclude everything else and only select ‘Debugging tools’ under ‘Common Utilities’
The above package installs windbg 6.12 version. If you want to quick install windbg, you can go for older version(6.11) which can be downloaded from
the link given at the end of this post.
Once you do the installation, you can find the program in Start Menu -> All Programs -> Debugging Tools for Windows -> Windbg
Download link: http://msdn.microsoft.com/en-US/windows/desktop/bg162891.aspx
The setup instructions are same as mentioned above for Windows 7.
Previous versions of Windbg
Windbg 32-bit pakage:
Windbg X64 package:
Windbg IA64 package