How can I make sure that only the window with the problem closes when an exception occurs, and not the entire application?

Question

C++ / C#

I recently started working with c#, so I still don't understand much.
I created the main form, from which I launch both regular synchronous tasks and background Tasks with buttons. They all use third-party client methods, which can throw exceptions. How can I make it so that in the event of a problem, Tasks would simply stop, notifying me, and the windows would close without dropping the main window?
And ideally, what would Task and restart themselves.

Answer 1

try-catch, for example.