Python exceptions are managed in the same way as ruby exceptions. Only the message associated with standard exceptions is printed differently:
try:
db.readBdf("unit_xyz_V1.bdf",["../../MODEL/MESH/"],"bdf",{},True)
except BaseException as x :
print("\n\nMaybe you should modify the two first include statements in main file!")
print("**********************************************************************\n")
print("Got exception with following message:\n")
print(str(x))