Eli, thank you.
I prefer command line debug without so many windows open. Besides, gdb-many-windows() seems not callable in gud-pdb mode, maybe it's only available in gud-gdb mode.
And I have gone through gud code and found supports for other debuggers except gdb are rudimentary. So I add the code to .emacs to highlight/hide python debugger outputs.
(hi-lock-face-buffer "^-> +.+$\\|^.+pdb\\.py.+$\\|^.+bdb\\.py.+$" 'org-hide)
(hi-lock-face-buffer "^> [-a-zA-Z0-9_/.:\\]*([0-9]+)" 'bold)