I have to cpp files (main and functions) and I make them to build a exe file (code) and two object files (main.o and functions.o).
How can I debug specific file "functions.cpp" from gdb command line?
You need to compile your files with gcc's -g3 option. After this start gdb <exename>. You can then set breakpoint in your file inside gdb by something like b functions.cpp:36 if you want the exe to break on line 36 of functions.cpp. You can set breakpoints to particular function calls as well, such as b func(). Then run the program using r <options that exename takes>.