Consider this scenario: I have 3-layer app, when the user click on the button the button event handler calls a method in biz layer that do whatever with data my button even
It just depends on where you actually want to do something about it. Generally I catch it in the business layer, and then log it and possibly call some ui function to display a message to the user.
I consider what to do with errors a business rule. It should be separate from the data layer or ui layer.