http://gambaswiki.org/wiki/doc/diffvb lists "Differences From Visual Basic" and says "Gambas is not intended to be a clone of Microsoft Visual Basic" and "you can't simply copy your VB projects over and expect them to compile under Gambas".
>Thankfully, in Gambas you cannot use GOTO to trap errors! Instead, use CATCH, FINALLY or TRY For error handling goto is generally much clearer than using exceptions.
The construction being referenced is On Error [ERR_NO] Goto LABEL, which is not usually local to the error, and, depending on the dialect may be a generic handler that first needs to figure out what error it's handling.