Exception handling in external library - good or bad idea

I want to implement exceptions functionality in my application. However, I want to make them as generic as possible and due to its generality place them in shared library (DLL). My further plans are to move database functionality (such as executing the queries, results returns) to own, remote thread to keep application thread unfrozen.

I want to know:
- should I have use QtConcurrent::Exception class
- or maybe it is better to use standard c++ Exception to create own exceptions

I know about QtConcurrent::Exception and exception (from std) relation