Depending on what exception handling you have in mind I see following options:
- for custom code - add exception handling into your custom work item handler implementations that way you encapsulate the actual logic within "try catch" block so in case of an error you can take appropriate action such as : abort work item, set error process variables, etc
- extension to point 1 could be to always complete work item with error process variable that allows you to control the flow based on that variable and use gateways to move the execution to different branches, like error handling branch
- make use of error events to throw errors that can be caught somewhere lese in the process, that is more for handling business errors rather than low level technical errors
HTH