Debug (File=>Export=>Custom)
When you click on the generate button, GSAK just creates a batch file (with the statement you have input, and then runs it "under the hood". The name of this file is babel.bat and it is created in the Installation folder of GSAK.
If you tick the "debug" check box, GSAK will run the batch file, showing it in a command window and also add a "pause" statement to the end of the batch file so you can see any error messages that may have resulted when the command was run.
When first setting up GPSBabel statements you can use this option to help test your commands are running correctly.