When an exception that wasn't handled is thrown the debugger spitts out an error, like "Debug Assertion Failed, Abort, Retry or Continue".
I press retry and then a need window is openned "app.exe has triggered a break point"
This time I press continue a and similar window to the first one is openned explaining what happen. For instance "Standard C++ Libraries Out of range".
It also opens some source files that i didn't write like: stdthrow.cpp
Everything is fine till here, but shouldn't the debugger tell me which line of my code triggered the exception?
The debugger should show you where the exception occured, wherever it is, along with the call stack. Back tracking up the call stack should show you what call in your code triggered off the events that led to the error.
Have you installed the Windows symbols on your machine yet?