Should I use foreign keys in my database if I use laravel?

I'm creating a website with Laravel for the first time. I checked relationships documentation today and it seems that Laravel just uses simple SQL queries.

class User extends Eloquent {

    public function phone()
    {
        return $this->hasOne('Phone');
    }

}

$phone = User::find(1)->phone;

And it's basically a select * from phones where user_id = 1 query. So the question is, should I use foreign keys anyway in my database to create relationships?