Returning to the main method when a timeout exception is thrown in a method

Question

So I have been doing a bit of looking but couldn't really find anything that answered my question. In my main method, I have a loop of strings that are going to be run into a method where after it will query 10-12 different tables based of off this string. I currently have the queries surrounded in try catch blocks to catch exceptions. What I want to happen is if there is a timeout or some other sql exception for the program to write to a log (which I have done already) and then return to the main method from any of the other methods it may be in, and go on to the next string in the loop. I don't know a lot about throwing exceptions that are caught farther up, so I though maybe that's what I need to do, but I couldn't find anywhere if I throw an exception if it runs up to where it is caught or what happens exactly with it. Do I just need to throw the exception in the query methods and surround the method call in the main method with a try catch block? Any help is greatly appreciated. Thanks