How to step-into, step-over and step-out with GDB?

help running provides some hints:

There are step and next instuctions (and also nexti and stepi).

(gdb) help next
Step program, proceeding through subroutine calls.
Usage: next [N]
Unlike "step", if the current source line calls a subroutine,
this command does not enter the subroutine, but instead steps over
the call, in effect treating it as a single source line.

So we can see that step steps into subroutines, but next will step over subroutines.

The step and stepi (and the next and nexti) are distinguishing by "line" or "instruction" increments.

step -- Step program until it reaches a different source line
stepi -- Step one instruction exactly

Related is finish:

(gdb) help finish
Execute until selected stack frame returns.
Usage: finish
Upon return, the value returned is printed and put in the value history.

A lot more useful information is at https://sourceware.org/gdb/onlinedocs/gdb/Continuing-and-Stepping.html

I came here because I had the same question. I eventually figured that for my purpose any time I could use something like "step-out" of a loop I can just set another breakpoint after the loop and then let the program continue to finish the loop and run into the breakpoint afterward. Sorry if that is obvious to most people but it is probably helpful for someone looking for an answer to this question.

Use command 'finish'; this sometimes does the same thing as 'step-out'. It'll finish what the stack is doing (a function, usually), and go to the next line after that. Look up the command for more info.