IXYS Solid State Relay Datasheet question (Snubber Diode Required?)
You should use the catch diode. 

You must not exceed the absolute maximum blocking voltage stated in the datasheet (60V at 25 degrees C) and without a diode you will almost surely exceed that voltage when you switch off a solenoid load. 

Also minimize the inductance of the wires running to the load (keep them together and minimize the length).