The order of CATCH blocks doesn't matter. I'm not 100% sure but I think you have to place all catch blocks at the end of the TRY .. ENDTRY block. Technically I guess the parser is able to find the CATCH blocks anywhere inside the TRY .. ENDTRY block but for readability sake it makes sense to put them last.
Press F1 while in the ABAP editor to see the documentation for ABAP statements.
try.
CLOSE DATASET dset.
write: / 'File closed succesfully'.
catch CX_SY_FILE_CLOSE.
write: / 'Unable to close file, running low on memory?'.
endtry.