C++ :: Error Handling - Enigma Cipher Simulator

I finished my Enigma cipher simulator...how should I write the error handling code? Should I throw an exception in main, or in the Enigma ctor and Encrypt() fn when the user enters a non-alphanumeric character?

Rotor.hpp

Code:
#ifndef ROTOR_HPP
#define ROTOR_HPP
class Rotor {
public:
Rotor(char pos='A');
Rotor(const Rotor & rhs);
Rotor& operator=(const Rotor& rhs);

[Code] ....

Output

Code:
Enter rotor settings:
ABCDEFGHIJ
Enter cleartext:
HELLO WORLD
Ciphertext:
0O258 SGY5V