Implementing Threads via Futures

Question

I wonder if the following would be a correct implementation

    ExecutorService pool = Executors.newFixedThreadPool(MAX_NSH_THREADS);
    Set<Future<Void>> futureRequest = new HashSet<Future<Void>>();

    for (String host : SomeCollection)) {
        Callable<Void> callable = new FileExtractor(j);
        Future<Void> future = pool.submit(callable);
        futureRequest.add(future);
    }

    for (Future<Void> future : futureRequest) {
        try {
            future.get(); 
        } catch (Exception e) {
            logger.error(e);
        }
    }

    pool.shutdown();

According to Javadoc, future.get() waits for execution to complete for each thread, which (as i understand it) means that for each of the future, we will wait to receive the results separately. Where is the benefit coming from then, or am i not doing it right?