To do an offensive move you first hit up or down(direction) similar to when u perform an evasion, and then shortly after press P+K+G.
To escape a throw you need to enter the right escape command, or else the escape will fail. To see which respective throw escape commands correspond to each throw, it is best to look it up on a list from a site like vfdc. Basically you enter P+G +direction(or no direction) to escape a throw. You can enter multiple escapes if you press fast enough.
I forgot if VF5 has a tutorial on throw escapes, but if you have a ps2 then you could try to get vf4evo and use the tutorial in that game. It has a lot of things to practice, like multiple throw escapes, evade throw escapes and much more of these techniques.