Approximately 80% of jobs are not advertised. In other words - it's not only what you know, it's who you know.
Building and maintaining professional relationships can help you throughout your entire career, not just during your job search. For some people, networking comes naturally and they have fun with it. For most of us, however, networking is a learned skill that needs to be practiced for it to feel comfortable and be effective. This practice will payoff and may ultimately give you a competitive advantage to excel in your career.