Is there any specific way Appian RPA handles the exceptions in the automation flow ?

Business and system exceptions should be handled within process model flows. For example, your process model should execute a robotic process and the node will wait for the process to complete. Using the data -> outputs, you can use variables and fields to handle exceptions via process model gateways. 

In terms of 'try / catch" style behavior, the conditional actions act as natural flows to help. For example, you can use 'Does window title exist' as a check for a title and then you can have exception logic within the 'No' block.