You must catch
checked Exceptions that may be thrown - it is a way of error handling in the code should something fail along the way. The API's that you use will specify exceptions - if any - that a certain method/constructor will throw. If you do not catch an checked exception in a method, that method must be declared to throw said exception. In the above example, I would recommend you deal with the exception in the catch clause, otherwise if something does go wrong you will have no way of knowing.
Suggested reading:
Lesson: Exceptions.