Hi @Alex_Chang_633,
to configure WinDbg two commands :
bcdedit /dbgsettings SERIAL DEBUGPORT:1 BAUDRATE:921600
bcdedit /debug on
(make-winpe-enterprise.cmd can be used for inspiration)
need to be run on a target board to configure kernel debug over serial port. The same port, as U-boot uses as console output, is configured in the BSP by default.
This port is needed to be set up for WinDBG on the host computer. For example:
Start WinDBG
Open cmd as Administrator
"C:\Program Files (x86)\Windows Kits\10\Debuggers\x64\windbg.exe" -k com:port=COM3,baud=921600
aslc and dcs files need to be touch only in case when you want to change the UART used for the debug by the target Windows system.
Please be aware that there is a caveat. When baudrate over 115200 is used, Windbg do not want to get connected to the target machine. It was found, that when any VM is running on the host machine, than the Windbg is able to connect over the serial port to the target. So please run for example Ubuntu in the VM virtualBox. It is unexpected, but working solution for this connection issue.
In short, on EVK with unmodified NXP BSP, you only need to run the commands on target's admin command line:
bcdedit.exe /dbgsettings SERIAL DEBUGPORT:1 BAUDRATE:921600
bcdedit /debug on
Then on host computer start WinDbg with same COM, as on which you are able to see uboot output with serial terminal like Putty. (while Ubuntu is running in VM).
Then please restart your board and you should be able see something like this after a while target boots up:

It is possible to change UART baudrate to 115200 with CONFIG_BAUDRATE in file uboot-imx/configs/imx8mq_evk_nt_uuu_defconfig and debug without VM machine running. But it will be considerably slower to work with and for example creating full memory dump will take cca at least 4 days for transferring 5GB dump with 11kB/s. I just tried it to run and after half an hour still have only this:

Even with 921600 it will be cca 12 hour. There could be some data compression involved and it could be somehow faster.
Best regards, Jakub