void CException::Delete( );
Remarks
This function checks to see if the CException object was created on the heap, and if so, it calls the delete operator on the object. When deleting a CException object, use the Delete member function to delete the exception. Do not use the delete operator directly, because the CException object may be a global object or have been created on the stack.
You can specify whether the object should be deleted when the object is constructed. For more information, see CException::CException.
You only need to call Delete if you are using the C++ try-catch mechanism. If you are using the MFC macros TRY and CATCH, then these macros will automatically call this function.