Annie,
The guide talks about handling errors in between layer boundaries too.
It may sounds general since exception handling is typically specific to
the application.
I would say if all your layers will be hosted on the same machine, then
handling all the recoverable exceptions when they arise, and let the UI
layer handles the rest of the nonrecoverable / unexpected exceptions is
a sound and simple way.
How should you handle them? That again depends on your application and
situation, but the Enterprise Library provides you the flexibility to
change your handling strategies (log, wrap, substitute, rethrow, a
combination..etc) for any types of exception. It may seems there are
many choices, but it is usually best to do the simplest thing that
could possibly work ;)
HTH,
Alex