I suspect that this is a case of when the computer analogy of real things becomes the real thing, and not the analogy.
A catalog or directory was originally a list of names and other information about persons or other entities, like books. Possibly on a sheet of paper, a sign, in a book or on a set of cards in a box/boxes. Not the actual persons or books, just references to them.
The word catalog or directory in computerspeak is often used to name the position in some hierarchical virtual tree with catalogs within catalogs, or folders/directories within folders/directories, that in some ways mimic the catalogs and directories of old.
In calibre the catalog tools are used to create a list of the books, in different formats. The old type of catalog. Not actually create a computer style catalog or directory to store the books. Calibre can do that as well, of course, but that is called "save to disk".
The words "format", "file" and "folder" are other examples where the computerspeak meaning has taken over.
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