On the bottom of the Gemma, there are three small pads used for programming:
Cut and strip two wires.
Solder one of them to the SWDIO pad and the other to the SWCLK pad, making sure that the two wires do not touch.
After soldering, add a small piece of tape to secure the connection between the wire and the pad.
Then, make the following connections between the Gemma and the SWD breakout:
You can use breadboard-friendly Alligator clips to attach the Gemma M0's 3Vo and GND pins to the breakout.