If you have not added a Fault Handler container to the diagram, in the Design view right-click the Scope or Process element and choose Add > Add Fault Handlers.
Right-click the Fault Handler container and choose Add > Add Catch or Add > Catch All.
Drag the Rethrow element from the Palette to the diagram and place it inside the Catch or Catch all element of the Fault Handler container.
There are no properties to be defined for the Rethrow element as it rethrows the fault caught by the fault handler.