HI there, I have tried many permutations of the code but perhaps I did not understood what the task require of me.

The problem is that you are overthinking what the challenge actually actually wants. The instructions are to:

Throw System.Exception if the value is outside of the range.

And that is literally all you have to do to complete the challenge, throw the exception if the value is outside the range specified. Where you place the code that checks the value is not important, what is important is that you literally just throw an exception if the value is out of range.

The reason why your code is marked as invalid is that the challenge is not setup for you to catch the exception that is raised, you are only meant to throw it. The challenge checker that runs your code to verify that it is written properly is actually looking for that exception being thrown to mark your code as correct. If you catch the exception in your code then the exception will never reach the challenge checker which runs your code.

If you remove the try/catch block but keep the code you have written inside it then your code will pass. Like this:

int value = int.Parse(Console.ReadLine());

Console.WriteLine(string.Format("You entered {0}",value));  
if ((value < 0) || (value > 20))
{
    throw new System.Exception();   
}