[nrf52] doc debug component (#5118)

Co-authored-by: Jonathan Swoboda <[email protected]>

Author: tomaszduda23

content/components/debug.md

@@ -88,6 +88,17 @@ sensor:
 
 - **cpu_frequency** (*Optional*): Reports the CPU frequency in Hz. All options from [Sensor](#config-sensor).
 
+## Zephyr
+
+The component enables debugging features for ESPHome devices running on the Zephyr RTOS.
+It helps with low-level firmware debugging using **SWD (Serial Wire Debug)**. It enables:
+
+- **Thread Awareness in GDB**  
+Injects Zephyr thread metadata so that all active threads can be inspected via GDB when connected over SWD.
+
+- **Real-Time Logging over RTT**  
+Enables logging output over **SEGGER RTT** (Real Time Transfer), allowing non-intrusive debug logs through SWD.
+
 ## See Also
 
 - [Sensor Filters](#sensor-filters)