Bad allocation exceptions in C++

In a school project of mine, I was requested to create a program without using STL

In the program, I use a lot of

Pointer* = new Something;
if (Pointer == NULL) throw AllocationError();

My questions are about allocation error:

1. is there an automatic exception thrown by new when allocation fails?
2. if so, how can I catch it if I'm not using STL (#include "exception.h")?
3. is NULL testing enough?

Thank You.
I'm using eclipseCDT(C++) with MinGW on Windows 7.