First, verify that your workflow is set to trigger the error alerting workflow when there are errors.
Click on the ... menu in the top left corner of the builder and then select the 'cog' icon. This will open the Workflow Settings panel.
From here you can set the alerting workflow which will handle the errors from this workflow (you may need to refresh the page to see a just-created alerting workflow in the list). Note that only workflows with an Alerting Trigger will appear in this list.
Read our full documentation on error handling here.