Shooting RAW is much less prone to color noise than shooting in JPEG mode. But depending on what you’re shooting, and the JPEG quality of your camera, you might not find it necessary, most of the time.
Try shooting something with big swatches of gradient color, like a blue sky, in both RAW and JPEG modes. Zoom in to where you can see individual pixels easily (800% works pretty well). Check especially in some of the lighter areas, and in areas of high contrast (e.g. around edges of an object set against the sky). This is where you’re most likely to see color noise in the JPEG photo that should be cleaner in the RAW version.