I\'ve seen the following code many times:
try
{
... // some code
}
catch (Exception ex)
{
... // Do something
throw new CustomException(ex);
You typically catch and re-throw for one of two reasons, depending on where the code sits architecturally within an application.
At the core of an application you typically catch and re-throw to translate an exception into something more meaningful. For example if you're writing a data access layer and using custom error codes with SQL Server, you might translate SqlException into things like ObjectNotFoundException. This is useful because (a) it makes it easier for callers to handle specific types of exception, and (b) because it prevents implementation details of that layer such as the fact you're using SQL Server for persistence leaking into other layers, which allows you to change things in the future more easily.
At boundaries of applications it's common to catch and re-throw without translating an exception so that you can log details of it, aiding in debugging and diagnosing live issues. Ideally you want to publish error somewhere that the operations team can easily monitor (e.g. the event log) as well as somewhere that gives context around where the exception happened in the control flow for developers (typically tracing).