If you have a method that you want to throw an error but you want to do some cleanup in your method beforehand you can put the code that will throw the exception inside a try block, then put the cleanup in the catch block, then throw the error.
try {
//Dangerous code: could throw an error
} catch (Exception e) {
//Cleanup: make sure that this methods variables and such are in the desired state
throw e;
}
This way the try/catch block is not actually handling the error but it gives you time to do stuff before the method terminates and still ensures that the error is passed on to the caller.
An example of this would be if a variable changed in the method then that variable was the cause of an error. It may be desirable to revert the variable.