Exception handlers (also known as Try-Catch Blocks) are a way of failsafing code. If an error occours inside a Try Block, the program wont crash but simple skip to the Catch Block.
Heres an example for an Exception Handler:
... some code that might crash ...
... code that will be run in case of a crash ...
These are especially useful when doing TCP Networking because the only way to detect a TCP Client or Server disconnecting is through an Exception being thrown.