exception handling in bloodshed

We learned C++ exception handling in class this week, and our instructor pointed out that most compilers work diffrently from each other as far as this is concerned. He said that in some compilers you declare a function to throw an exception in the header but not in the *.cpp file; in others, you do it in the *.ccp file but not the header, and in yet others you declare it both places.

I'm currently using the freeware bloodshed compiler, and have searched in the help section for which model is used, but can't find anything. Does anyone perhaps use Bloodshed for compiling and know which technique is correct? Thanks.