The author might be referring to the recommendation to run a program that's instrumented with Application Verifier under a debugger, which WinDbg is one of many.
windbg has many powerful plugins, and some do automatic verification (or talk to tools that do so), so it can be a tool kit for verifiers like valgrind is.
Interestibg. Are there advanced blogs or so out there, demonstrating in the real world? Raymond chen seems to only touch it's surface.