I had a problem with my new used PC. It gave me a Windows exception: In page error. Before that I didn't know about Windows Exceptions. But I studied it and read about structured exception handling. A Windows program throws an exception using API call RaiseException(). The code embraced in a _try block in MSVC then catches the error. Microsoft has added this functionality to its compiler for Windows exceptions. I don't know about other compilers (Borland, etc). How they handle Win Exceptions?
I also want to know if C++ exceptions use some OS fascility or not, compiler handles exception mechanism code by itself.