I am trying to use lldb for c++ debugging and I want to halt if an exception is thrown, like gdb\'s catch throw, and I cannot find an equivalent in the lldb documen         
        
I think breakpoint set -w <boolean> is the correct answer, you can use help breakpoint set to see the document.
In Xcode, you can set an Exception breakpoint (View > Navigators > Show Breakpoint Navigator, hit the + button in the bottom of the breakpoint list window to add a new breakpoint).
If you're using command line lldb, put a breakpoint on __cxa_throw for C++ exception throws, objc_exception_throw for Objective-C exception throws.
For all c++ exceptions: break set -E C++.
Use break set -E c++ to break on all exceptions and break set -F std::range_error to break on a specific exception.