A Catalogue is a magazine that you can look through to find new sets. New catalogues normally come with a suscription to the LEGO Magazine which come out once every two months. LEGO sets and games can be ordered through it.
The Catalogue or Catalogs are released throughout the year. They give special deals (e.g. coupons, promotional codes, act.). And tell of events in LEGO Stores. The catalog shows the newest LEGO sets, and tells about the set.