Why we use try and catch block in test classes in Salesforce ?

You can use try-catch inside a test class, and this is how you can test a class which you have written and that will throw an exception.

Like if your class includes something like this

if (aSomeTestCondition == true) {
} else {
Exception e = new myClassException();
e.setMessage('Incorrect aSomeTestCondition');
throw e;
}

Then your test class would include code to cause this error, and would include a try catch like this

try {
Test.startTest();
//Call your class in a way that causes the exception
Test.stopTest();
} catch (myClass.myClassException e) {
System.assertEquals('Incorrect bSomeTestCondition', e.getMessage());
}