The OnError event fires, when dataset executes one of the following operations and an error happens:

• Prepare. The dataset is preparing DBMS command text for execution.
• Open. The dataset is executing DBMS command to open cursor.
• Execute, ExecSQL, ExecProc. The dataset is executing DBMS command text.
• Navigation methods. The dataset is fetching rows from cursor.

If most cases AException object will of EADDBEngineException class. If AException is of EADDBArrayExecuteError class, then it is Array DML error handling case. You should use a code like in the first example. 

To centralize error handling, you can consider to use TADCustomConnection.OnError.

property OnError: TADErrorEvent;

TADCustomQuery.ExecSQL, TADCustomStoredProc.ExecProc, TDataSet.Open, Prepare, EADDBArrayExecuteError, EADDBEngineException, TADCustomConnection.OnError

Handling Array DML errors:

procedure TForm1.ADQuery1Error(ASender: TObject; const AInitiator: IADStanObject; var AException: Exception);
begin
  if AException is EADPhysArrayExecuteError then
    with EADPhysArrayExecuteError(AException) do
      if Errors[0].Kind = ekUKViolated then
        AAction := eaSkip
      else
        AAction := eaFail
  else
    ...
end;

Error substitution:

procedure TForm1.ADQuery1Error(ASender: TObject; const AInitiator: IADStanObject; var AException: Exception);
begin
  if EADDBEngineException(AException).Errors[0].Kind = ekPKViolated then begin
    AException.Free;
    AException := Exception.Create('Please, enter unique ID value');
  end;
end;