Does SQL manage foreign key constraints in terms of insertion?

Say I have a table tbl1 with data A1 and A2, where A1 is the primary key. Then I have another table tbl2 with data A3 and A1, both together being the primary key, referencing A1 as a foreign key from tbl1.

Am I able to insert a tuple into tbl2 that has an A1 that is not in tbl1? Does SQL manage this for us as an error? Or what happens in this situation?