The word "catholic" means "universal" and is from the Latin "catholicus". Therefore, it is from the area now known as Italy. I have never known of it as a surname. If it is, it could come from any number of countries who were Christianized by missionaries in the first millennia AD. In reference to the name of the Catholic Church, it was, and still is in many places called the Roman Catholic Church. Other old Christian factions using the word "orthodox" (i.e. Greek Orthodox Church, Russian Orthodox, etc.) If you know it is a surname, I think you would really have to go to a Genealogical site, or center to pin it down more specifically.
