How skip over an iteration in a for loop when an exception occurs Python

I am creating a script that parses text files and creates a list of which lines contain a delimiter. If the text file does not contain a delimiter I am I want to skip that iteration of the for loop and return an error.

Here is the code I have. I am able to raise an exception but am unable to iterate to the next item of the list without the print statement occurring.

import os
import glob

def read_file(fn):
    ''' input: filename
        output: lines, step indexs, shorted filename'''
    file_name = fn[:-4]

    try:
        file = open(fn, mode ='r')
        lines = file.readlines()
    except Exception as exc:
        print(exc + 'for Filename' + file_name)
    return file_name,lines

def get_indexs(lines):
    #This is used to indicate the steps that have occurred.
    step_indexs = []
    x = 0
    for line in lines:
        x+=1
        if '[step]'in line:
            step_indexs.append(x)

    # Testing to see if there is delimiter
    try:
        if len(step_indexs)<1:
            raise ValueError('This Text File Did Not Detect a Delimiter')
    except Exception as exc:
        print(exc)
    step_indexs.append(len(lines)+1)


for file in glob.glob("*.txt"):
    file_name, lines = read_file(file)
    step_indexs = get_indexs(lines)
    print(file_name)

I am looking for an exception to stop the for loop and raise the exception and not print the file name but continue to go through the for loop.