Better way to use PDO Connection ...Simply define Try catch or define inside constructor of a class?

Question

try {
    $Database = new PDO('mysql : host=localhost ;dbname = dbnamea', 'root' ,'');
    } catch ( PDOException $e) {
        echo 'Manually Define Error';
        die();
    }

I have a connection file which include in login.Now This try catch I'll put in connection file so I will define Out side the class or inside the class constructor
Can Any one plz let me know which one will be better and why??

Thanks in advance