Nsight debugger can attach to an application that is already running on the same system. This application can be built and run outside of the Nsight and its source files are not required to be visible in Nsight workbench.
To attach to a running application:

Select
the application and click OK
Application source file will be opened in editor area and current line will be highlighted. You can now use debugger controls to explore application state and resume its execution.
Debug session will end when either an application was ran to a completion, application was terminated using debugger controls or the debugger was disconnected from the application.
Debug
overview
Debug
information