Positive Crankcase Ventilation (PCV) line usually returns to your intake and it's gas oil vapour is dumped back through the turbo and engine, this is less than ideal as it gunks up all your intake manifold. That catch can is an attempt to stop this gas/oil vapour, it works better with a filter in it, not sure that catch can would have a filter (some are sold as just a container with no actual filter inside), if not some people do a home made jobby and put a pot scouring pad in there as a means of filtering the oil vapour to reduce the vapour going back to the engine.