You can use the setjmp/longjmp functions in a program where exceptions can occur, as long as they do not interact.
All the rules for using exceptions and setjmp/longjmp separately apply. In addition, a longjmp from point A to point B is valid only if an exception thrown at A and caught at B would have the same effect. In particular, you must not longjmp into or out of a try-block or catch-block (directly or indirectly), or longjmp past the initialization or non-trivial destruction of auto variables or temporary variables.
You cannot throw an exception from a signal handler.