Any class with two special methods can be used with with:

__enter__(self) runs at the start. Whatever it returns is what as gives you.
__exit__(self, exc_type, exc, tb) runs at the end, always. If the block raised an exception, the three arguments describe it; otherwise they are all None.

class Announce:
    def __init__(self, name):
        self.name = name

    def __enter__(self):
        print(f"Entering {self.name}")
        return self

    def __exit__(self, exc_type, exc, tb):
        if exc_type is None:
            print(f"Leaving {self.name} normally")
        else:
            print(f"Leaving {self.name} after {exc_type.__name__}")
        return False

with Announce("setup"):
    print("  doing work")

try:
    with Announce("risky"):
        print("  about to fail")
        1 / 0
except ZeroDivisionError:
    print("The error still reached us")

If __exit__ returns True, the exception is swallowed and the program carries on as if nothing happened. Return False (or nothing) to let it continue. Swallowing errors should be rare and deliberate.