CONFIG_DEBUG_AT91_RM9200_DBGU is not available for thedefaultarchitecture x86.
Result is shown for architecture arm

Kernel low-level debugging on AT91RM9200, AT91SAM9, SAM9X60 DBGU

configname: CONFIG_DEBUG_AT91_RM9200_DBGU

Kernel low-level debugging port
└─>Kernel low-level debugging on AT91RM9200, AT91SAM9, SAM9X60 DBGU
In linux kernel since version 3.10 (release Date: 2013-06-30)  
Say Y here if you want kernel low-level debugging support
on the DBGU port of:
at91rm9200, at91sam9260, at91sam9g20, at91sam9261,
at91sam9g10, at91sam9n12, at91sam9rl64, at91sam9x5, sam9x60