You can re-throw error that you catch in CATCH block using TRHOW statement:
DECLARE @msg nvarchar(50) = 'Here is a problem! Area: ''%s'' Line:''%i'''
BEGIN TRY
print 'First statement';
RAISERROR(@msg, 11, 1, 'TRY BLOCK', 2);
print 'Second statement';
END TRY
BEGIN CATCH
print 'Error: ' + ERROR_MESSAGE();
THROW;
END CATCH
Note that in this case we are raising error with formatted arguments (fourth and fifth parameter). This might be useful if you want to add more info in message. Result of execution is:
First statement
Error: Here is a problem! Area: 'TRY BLOCK' Line:'2'
Msg 50000, Level 11, State 1, Line 26
Here is a problem! Area: 'TRY BLOCK' Line:'2'