The error handling is done thanks to the class called
There are some examples in the Exception Management Region located in
You can also find some examples in the documentation (Tools -> Twitter Context - Manage Exceptions).
The TwitterContext provide more features than just saving the last exception, it stores all the Exceptions and provide additional information to the Exception sent by Twitter.
When an Exception is thrown from Twitter, the TwitterContext will catch it and inform the user that the action has not been successful.
if (!context.TryInvokeAction(() => new TokenUser(new Token("", "", "", "")), out u))
// At this point you must handle the exception!
You can access various information from the LastTwitterException like the TwitterErrorWebDescription, Status Code and Message.
The action you are passing can be either contain a single operation or multiple operations.
Hope this helps.