Visual Studio Code C++ debug break on exception

Question

I am running visual studio code with the C++ v1.7.1 extension installed

The launch.json file specifies cppdbg

{
    // Use IntelliSense to learn about possible attributes.
    // Hover to view descriptions of existing attributes.
    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
    "version": "0.2.0",
    "configurations": [
        {
            "name": "(gdb) Launch",
            "type": "cppdbg",
            "request": "launch",
            "program": "${workspaceFolder}/bin/test.exe",
              "args": ["windex"],
            "stopAtEntry": false,
            "cwd": "${workspaceFolder}/bin",
            "environment": [],
            "externalConsole": false,
            "MIMode": "gdb",
            //"miDebuggerPath": "C:/msys64/mingw64/bin",
            "setupCommands": [
                {
                    "description": "Enable pretty-printing for gdb",
                    "text": "-enable-pretty-printing",
                    "ignoreFailures": false
                }
            ]
        }
    ]
}

I want to break when and where an exception occurs. However, I cannot find where to enable this. There are no exception checkboxes in the breakpoint panel.

Running on windows 10 using mingw g++ v11.2

How do I enable break on exception?