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I'm writing a Python function which takes data from an online source and copies it into a local data dump . If there's a file present already on the intended path for said data dump, I'd like my program to stop abruptly, giving a short message to the user - I'm just building a tiny CLI-type program - explaining why what he or she was about to attempt could destroy valuable data.

Would it be appropriate to raise a FileExists error in the above circumstances? If so, I imagine my code would look something like this:

def make_data_dump():
    if os.path.exists("path/to/dump"):
        raise FileExistsError("Must not overwrite dump at path/to/dump.")
    data = get_data_from_url()
    write_to_path(data, "path/to/dump")
Apologies if this is a silly question, but I couldn't find any guidance on when to raise a FileExistsError manually, only on what to do if one's program raises such an exception unexpectedly - hence my asking if raising said exception manually is ever good practice.
The Python documentation explicitly states that this is allowed:
User code can raise built-in exceptions. This can be used to test an exception handler or to report an error condition “just like” the situation in which the interpreter raises the same exception; but beware that there is nothing to prevent user code from raising an inappropriate error.
However, your code example is wrong for a different reason. The problem with this code is that it's using the LBYL (Look Before You Leap) pattern, which might read to race conditions. (In the time between checking if the file exists and writing the file, another process could have created the file, which now would be overwritten). A better pattern for these type of scenarios is the EAFP (Easier to Ask for Forgiveness than Permission) pattern.
See What is the EAFP principle in Python? for more information and examples.
Having said that, I think that for most Python code, manually raising a FileExistsError isn't that common, since you would use the standard Python libraries that already throw this error when necessary. However, one valid reason I can think of is when you would write a wrapper for a low-level function (implemented in another language like C) and would want to translate the error to Python.
A hypothetical code example to demonstrate this:
def make_data_dump():
    data = get_data_from_url()
    # Assuming write_to_path() is a function in a C library, which returns an error code.
    error = write_to_path(data, "path/to/dump")
    if error == EEXIST:
        raise FileExistsError("Must not overwrite dump at path/to/dump.")
Note that some other built-in exceptions are much more common to raise manually, for example a StopIteration, when implementing an iterator, or a ValueError, for example when your method gets an argument with the wrong value (example).
Some exceptions you will rarely use yourself, like a SyntaxError for example.
        
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