The phrase "to catch a show" means to go and watch a performance or a concert.
Sentences with «to catch a show»
Say, for example, you aim to catch a show at the local theater and tickets are $ 20 each. (investopedia.com)
Look at the website, listen to some of the previous shows via a podcast if you can't catch the show live, or are outside of their market. (blog.infinitypublishing.com)