It's not an exception. It's an error which is determined at hardware level and is returned back to the operating system, which then notifies your program in some OS-specific way about it (like, by killing the process).
I believe that in such case what happens is not an exception but a signal. If it's the case: The operating system interrupts your program's main control flow and calls a signal handler, which - in turn - terminates the operation of your program.
It's the same type of error which appears when you dereference a null pointer (then your program crashes by SIGSEGV signal, segmentation fault).
You could try to use the functions from <csignal>
header to try to provide a custom handler for the SIGFPE signal (it's for floating point exceptions, but it might be the case that it's also raised for integer division by zero - I'm really unsure here). You should however note that the signal handling is OS-dependent and MinGW somehow "emulates" the POSIX signals under Windows environment.
Here's the test on MinGW 4.5, Windows 7:
#include <csignal>
#include <iostream>
using namespace std;
void handler(int a) {
cout << "Signal " << a << " here!" << endl;
}
int main() {
signal(SIGFPE, handler);
int a = 1/0;
}
Output:
Signal 8 here!
And right after executing the signal handler, the system kills the process and displays an error message.
Using this, you can close any resources or log an error after a division by zero or a null pointer dereference... but unlike exceptions that's NOT a way to control your program's flow even in exceptional cases. A valid program shouldn't do that. Catching those signals is only useful for debugging/diagnosing purposes.
(There are some useful signals which are very useful in general in low-level programming and don't cause your program to be killed right after the handler, but that's a deep topic).