If you have an indwelling catheter (foley catheter) in place, best practice is to empty to bulb while the patient is pushing and if the catheter stays in place, re-inflate after delivery, until it's time to remove it permanently. (usually after the patient is able to move/use her legs and ambulate to the bathroom). It's very controversial, the use of indwelling catheters in labor patients who have epidural anesthesia and you will find many here who do NOT practice this.
Whether or not I chose to depends on some variables: if the patient is early in labor and has an epidural that will last for many hours, I find having an indwelling catheter is a wise practice. Where I am, these patients cannot void on their own, their sphincter innervation is too affected by the anesthesia, so having a foley catheter, versus straight-catheterizing patients several times, makes sense. Allowing a bladder to fill up during labor is unwise, for obvious reasons. But, if a patient is later in labor, and gets a short-term anesthetic, I do not put in a foley catheter. I just assess the bladder and if need be, straight-catheterize her before it's time to deliver. Others do it differently.
Really, it depends on your anesthesia. In some departments, patients CAN indeed void on their own with their epidural going; if this is the case, it makes no sense whatsoever to catheterize them at all.
If you are talking about doing a quick in and out catheterization (straight catheter, or "red robin" ) , well the biggest risk you take is obvious: infection. It's to be a sterile procedure in really very NON sterile conditions. The best you can do is to use betadine/iodine prep for the meatus, insert the catheter, draining the bladder, and then be done.
Hope this helps.