C# - Using Custom Annotations?

I created this Annotation class
This example might not make sense because It'll always throw an exception but I'm still using it as I am just trying to explain what my question is. My annotation never gets called for some reasons any solutions?

public class AuthenticationRequired : System.Attribute
{
   public AuthenticationRequired()
   {
      // My break point never gets hit why?
      throw new Exception("Throw this to see if annotation works or not");
   }
}

[AuthenticationRequired]
private void Window_Loaded(object sender, RoutedEventArgs e)
{
   // My break point get here
}