If the knife gets dinged on a rock or by striking another knife, use your file and smooth out the ding. Sharp metal edges can cut you So use your file and just smooth out the ding. Otherwise, throwing knives are usually pretty rugged, and don't require much care. For that matter, rust doesn't usually affect the throw-ability of the knife. The above applies to the steel part of any throwing knife.
Some throwers though have handles, usually simple slabs attached to the steel with rivets.
If the handles are wood or some breakable material, I would definately cover them with a layer or two of electrical tape. This will prevent them from impeding release. Even if these do become cut up after much use, they can always be replaced. The only real problem with these is that they may trap moisture under them and promote rust. Otherwise, try not to use such knives if there is much moisture about.