Is it possible for Winedt 6.0 to highlight the line with error? How may I turn such feature on?

EDIT: Thank you for your help! My settings are the same as default, so the problem seems to be that I don't know how to trace the error afterward. In this picture, (1) is the error -- I delete a {. (2) is what happens when I continue upon pressing Enter. I couldn't bring Winedt to highlight the error like you did. Any tip?

<ci_dot.pdf, id=45, 505.89pt x 505.89pt> <use ci_dot.pdf>
<ci_graph.pdf, id=46, 505.89pt x 505.89pt> <use ci_graph.pdf>
Runaway argument?
{figure
! Paragraph ended before \end was complete.
\par
l.164

?

! LaTeX Error: \begin{figure} on input line 159 ended by \end{document}.

See the LaTeX manual or LaTeX Companion for explanation.
Type  H <return>  for immediate help.
...

l.165 \end{document}

?

LaTeX Warning: There were undefined references.

! You can't use \end' in internal vertical mode.
\enddocument ... \endgroup \deadcycles \z@ \@@end

l.165 \end{document}

?

! LaTeX Error: \begin{figure} on input line 159 ended by \end{document}.

See the LaTeX manual or LaTeX Companion for explanation.
Type  H <return>  for immediate help.
...

l.165 \end{document}

?
! Missing } inserted.
<inserted text>
}
l.165 \end{document}

?
)
*
(Please type a command or say \end')
*
(Please type a command or say \end')
*

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This should be the default feature with winedt6. But, for some reason, if it is not working, this is how you can enable it.

Go to Options --> Execution Modes. In the window that opens, choose PDFLaTeX as shown in the figure:

Then, check the boxes (shown as 2 and 3) Wait for Execution to finish and Open Error Dialog as shown. Press OK and exit. Now if there is any error, the compilation should stop which will continue upon pressing Enter. At the end the error line will be highlighted as shown in this figure:

Repeat these steps for LaTeX, XeLaTeX etc as per your needs.

If you want the same behavior for warnings also, then check the Open Warnings Dialog found below Open Error Daialog.

# Edit:

winedt can highlight error only when you can complete the compilation. In your case the compilation is not over (have a look at the boxes again - it says 'Wait for Execution to finish'). This is due to the errorstop mode used by winedt. pdflatex isn't able to go ahead with that missing brace. Hence you won't get it here. To test use this code. It has an error.

\documentclass[a4paper]{article}
\usepackage{mathtools}
\usepackage{tikz}

\newcommand{\arrowplus}{%
{\mathbin{\text{%
\ensuremath{\begin{tikzpicture}[baseline=-.3em]
\draw [<->,thin] (0,0) -- (1.1em,0);
\draw [<->,thin] (.55em,-.55em) -- (.55em,.55em);
\end{tikzpicture}
}}}}}

%
\newcommand{\arowplus}{%
\scalebox{.8}{\raisebox{.35em}{\ensuremath\longleftrightarrow\kern-1.05em\rotatebox[origin=c]{90}
{\ensuremath\longleftrightarrow}\kern.65em
}}}
\def\Arrowplus{\mathbin{%
\mathchoice
{\scalebox{.7}{\arowplus}}
{\scalebox{.7}{\arowplus}}
{\scalebox{.4}{\raisebox{.2ex}{\arowplus}}}
{\scalebox{.3}{\raisebox{.35ex}{\arowplus}}}
}}

\begin{document}
$+ \qquad \Arroplus \qquad \arrowplus %% correct is \Arrowplus$

$A \arrowplus B\quad{\displaystyle A \arrowplus B}\quad M_{A \arrowplus B}\quad L_{M_{A \arrowplus B}}$
$A \Arrowplus B\quad{\displaystyle A \Arrowplus B}\quad M_{A \Arrowplus B}\quad L_{M_{A \Arrowplus B}}$

\end{document}

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Thank you very much! It did work. So essentially, missing brace is something latex just can't deal with. Other errors it can detect okay. –  Anh Jan 15 '13 at 3:04