I found a large array in .pdata segment of RUNTIME_FUNCTION structures by IDA. So, where I can find information: from what it's compiled, how I can create this and how to use it in C++. Give me please books, or links with good descriptions and tutorials for exception handling and unwinding with this structure.
You can find more information on RUNTIME_FUNCTION and related structures at Microsoft's MSDN.
These structures are generated by the compiler and used to implement structured exception handling. During the execution of your code an exception may occur, and the runtime system needs to be able to walk up the call stack to find a handler for that exception. To do so, the runtime system needs to know the layout of the function prologs, which registers they save, in order to correctly unwind the individual function stack frames. More details are here.
The RUNTIME_FUNCTION is the structure which describes a single function, and it contains the data required to unwind it.
If you generate code at runtime and need to make that code available to the runtime system (because your code calls out to already compiled code which may raise an exception) then you create RUNTIME_FUNCTION instances for each of your generated functions, fill in the UNWIND_INFO for each, and then tell the runtime system by calling RtlAddFunctionTable.